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COPA 2024 @ Polimi | Registration is now open
by Simone Vantini 06 May '24

06 May '24

Dear all, we announce that registrations for COPA 2024 - 13th Symposium on Conformal and Probabilistic Prediction with Applications (September 9-11, 2024, Politecnico di Milano) are now open! The early bird rates are available until May 30, 2024 together with discount rates for PhD students. The registration fee cover: Participation to keynote lectures, conference tutorials, contributed sessions, and poster session. Coffee breaks and lunches. Walking tour of the historical center of Milan. Visit to the Leonardo da Vinci’s Last Supper. An additional fee of 60 euros is required to attend the social dinner scheduled for Wednesday, September 11, 2014. You can find the link to register on the Conference webpage: https://copa-conference.com/ <https://copa-conference.com/>. In addition, we inform you that the call for papers successfully closed on April 15, 2024. We are now pleased to announce the opening of the call for posters! This is a fantastic opportunity to share your innovative ideas and ongoing research with a global audience. Submit your abstract (max 300 words) by May 17, 2024 on Easychair: https://easychair.org/cfp/copa2024 <https://easychair.org/cfp/copa2024>. Join us for an event filled with insightful discussions, groundbreaking research presentations, and networking opportunities. We eagerly look forward to your participation! Kind regards, Simone Vantini Associate Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Department of Mathematics, Politecnico di Milano simone.vantini(a)polimi.it <mailto:simone.vantini@polimi.it> Matteo Fontana Lecturer in Data Science Department of Computer Science School of Engineering, Physical and Mathematical Sciences, Royal Holloway, University of London matteo.fontana(a)rhul.ac.uk <mailto:matteo.fontana@rhul.ac.uk>

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Seminario PRISMA oggi
by Francesco Caravenna 06 May '24

06 May '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) Ricordiamo che oggi, lunedì 6 maggio 2024, Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) ci parleranno di La geometria degli insiemi di escursione per campi aleatori Gaussiani e La geometria dei campi aleatori sfera-per-tempo con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi, Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) TITOLO: La geometria degli insiemi di escursione per campi aleatori Gaussiani. RIASSUNTO: Obiettivo del seminario sarà di presentare una panoramica relativamente informale su alcuni risultati nell'analisi della geometria dei campi aleatori che sono stati ottenuti negli ultimi 10 anni circa. In particolare, si inizierà ricordando i risultati sulle curvature di Lipschitz-Killing di insiemi di escursione per campi Gaussiani (la Gaussian Kinematic Formula di Adler e Taylor); si proseguirà quindi con risultati per la varianza e teoremi del limite centrale nel regime di asintotica ad alta frequenza, discutendo anche le connessioni con altri campi della probabilità (in particolare, le espansioni in caos di Wiener ed il metodo di Stein-Malliavin). Se il tempo lo permetterà, si discuterà altresì la struttura di interdipendenza tra curvature di Lipschitz-Killing e punti critici, con alcuni cenni agli sviluppi più recenti (la geometria dei fibrati aleatori) e alle motivazioni/applicazioni di questi risultati. TITOLO: La geometria dei campi aleatori sfera-per-tempo. RIASSUNTO: Obiettivo del mio seminario sarà introdurre un nuovo regime asintotico per lo studio di campi aleatori definiti sulla sfera unitaria e dipendenti dal tempo. Considereremo statistiche di diversi funzionali geometrici costruite a partire dagli insiemi di livello del campo aleatorio e definite su un arco temporale crescente. Vedremo che le loro proprietà asintotiche, in particolare varianza e distribuzione limite, dipenderanno da un’interazione tra memoria temporale e livello. Infine, discuteremo brevemente le possibili applicazioni di questi modelli e dei risultati enunciati ad uno studio statistico delle proprietà dei campi aleatori di partenza, e conseguenti risvolti pratici nel campo delle scienze del Clima. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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14/05/2024 - Bayes Spaces for FDA - IASC short course
by Enea Bongiorno 06 May '24

06 May '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di short-course patrocinato da IASC (International Association for Statistical Computing). Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 14 Maggio 2024 ore 10.30 - aula 207, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale "Amedeo Avogadro" - on-line: https://meet.google.com/qse-iafg-wim Title: Bayes spaces for functional data analysis of density functions: from univariate to multivariate setting Speakers: Jitka Machalova, Palacký University Olomouc, Czech Republic Karel Hron, Palacký University Olomouc, Czech Republic Alessandra Menafoglio, Politecnico di Milano, Italy Abstract: The analysis of distributional data (probability density functions or histogram data) has recently gained increasing attention in the applications. Distributional data are often observed by themselves, or as result of aggregation of large streams of data. The short course will provide an introduction to the analysis of these data using a Functional Data Analysis (FDA) approach, grounded on the perspective of Bayes spaces. These spaces are mathematical spaces whose points are densities (or, more generally, measures), which generalize to the FDA setting the Aitchison simplex for multivariate compositional data. The course will give an overview of the theory of Bayes spaces in their univariate and multivariate settings. All FDA methods, presented there, will be illustrated through examples from real case studies. The short course will provide an opportunity to gain new insight into FDA of univariate and multivariate density functions through the lens of the Bayes spaces methodology. The course is supported by the European regional section of the International Association for Statistical Computing (IASC - iasc-isi.org) an association of the International Statistical Institute (ISI - isi-web.org <https://www.isi-web.org/>). ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1wQ32TWBG4HXppmonLnwU0HXhBRMGz3ek/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Young Summer School on Stochastic Analysis 2024 - June - Växjö, Sweden
by Luisa Beghin 03 May '24

03 May '24

Buongiorno, ricevo ed inoltro, scusandomi per eventuali invii multipli. Cordiali saluti. Luisa ---------- Forwarded message --------- Da: Wolfgang Bock <wolfgang.bock(a)lnu.se> Date: ven 3 mag 2024 alle ore 09:10 Subject: Young Summer School on Stochastic Analysis 2024 To: Cc: Marco Rehmeier <mrehmeier(a)math.uni-bielefeld.de>, Ihsan Arharas < ihsan.arharas(a)lnu.se> Dear Colleagues, could you please spread this information in your groups to interested students and post-docs? We would like to draw your attention to the *Young Summer School on Stochastic Analysis and (broadly) related fields, held 26.-29.06.2024 in Växjö, Sweden. * The school is targeted at PhD-students and PostDocs. Master students are also welcome. Participation is free, but registration is mandatory via the form on our website: https://sites.google.com/view/ysssa24. Our aim is to bring together young researchers for scientific exchange, networking and discussions on career paths. Participants are encouraged to give a talk or to present a poster (please indicate this in the registration form). There will also be a mini lecture series, a panel discussion on career paths, and a conference dinner. Limited funding may be available, please check our webpage regularly for more information. We hope to spend an exciting week with you, framed by the wonderful Swedish midsummer landscape. With best regards Wolfgang Bock, Ihsan Arharas and Marco Rehmeier (organizers) -- *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: PhD student or postdoc position in probability at TU Braunschweig
by Faggionato, Alessandra 03 May '24

03 May '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Andres, Sebastian <sebastian.andres(a)tu-braunschweig.de> Date: Fri, 3 May 2024 at 11:31 Subject: PhD student or postdoc position in probability at TU Braunschweig Dear colleagues, We are currently advertising a position as PhD student or postdoc in probability theory at TU Braunschweig, Germany. Closing date is May 31st 2024. More details can be found below. I would appreciate if you could circulate this to potential candidates. Thank you very much! Best wishes Sebastian The Institute for Mathematical Stochastics at Technical University Braunschweig, Germany, is looking for a *Doctoral Candidate or Postdoctoral Research Associate (m/f/d) in the field of Probability Theory* The position is to be filled on a fixed-term basis for an initial period of 3 years. The position is embedded in the working group of Prof. Sebastian Andres and focuses on questions related to random walks and other stochastic processes in random environment and the associated partial differential differential equations describing the transition probabilities or heat kernels of such processes. The successful candidate will have a degree (Master’s or equivalent) in Mathematics or a subject requiring substantial mathematical expertise as well as very good knowledge of the German and English language, in particular the ability to teach courses in German, after an initial phase if required. Further information can be found at https://www.tu-braunschweig.de/en/vacancies/templates/job-offer-normal-germ… Please send your application (including cover letter, CV, short research statement (up to 6 pages), academic certificates, and names and contact details of at least two reference writers) preferably via email to sebastian.andres(a)tu-braunschweig.de <https://www.tu-braunschweig.de/en/vacancies/templates/job-offer-normal-germ…> or via mail to Technische Universität Braunschweig, Institut für Mathematische Stochastik, Universitätsplatz 2, D-38106 Braunschweig. Deadline for applications is May 31st, 2024 -- ************************************************* 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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(PMS)^2 talks - G. CHERUBINI and R.W. MAFFUCCI - may 9 at 14:00
by Maurizia Rossi 02 May '24

02 May '24

Dear colleagues, we are happy to announce the following two talks *Giacomo Cherubini* (INdAM & Univ. Roma La Sapienza) *From arithmetic random waves to universal quadratic forms* *Abstract: *Arithmetic random waves are eigenfunctions of the Laplacian on the torus R^2/Z^2, written as sums of sines and cosines with random coefficients. In agreement with Yau's conjecture, we know that the length of the nodal set (i.e. the zero set) is of size proportional to the square root of the eigenvalue and in 2013, Krishnapur-Kurlberg-Wigman proved an asymptotic formula for its fluctuations. In this talk we will give an overview of the situation for the torus R^n/Z^n, highlighting the link between eigenspaces and quadratic forms and arriving at the statement of the "290-Theorem", which characterizes when a positive definite integral quadratic form represents all positive integers. *Riccardo W. Maffucci* (Univ. Coventry) *Nodal intersections and correlation structure for random waves* *Abstract: *This talk is based on joint works with V. Cammarota, D. Marinucci, and M. Rossi. Several recent papers studied the ensemble of Laplace Toral eigenfunctions, and their randomisation ‘arithmetic waves’, introduced in 2007 by Oravecz-Rudnick-Wigman. These waves are related to the arithmetic of writing a number as the sum of d squares, where d is the dimension. One question is the nodal (zero) volume of the wave, in the high energy limit. Restrictions of the wave to submanifolds have also attracted recent attention. We considered the length of intersection between the nodal set, and a fixed reference surface in 3 dimensions. Expectation, and variance in a general scenario were prior work. In the generic setting we prove a CLT. We will discuss (finer order) variance and (non-Gaussian) limiting distribution in the case of ‘static’ surfaces (e.g. sphere). We will also discuss recent developments on the correlation structure between different functionals of the wave. Under certain assumptions, there is asymptotic full correlation between intersection length and nodal area. Date and time: Thursday* May 9, 14:00-15:30 (Rome time zone)* Place: *Aula 3014, Dip. Matematica e Applicazioni, Univ. Milano-Bicocca, Via R. Cozzi 55, Milano* *Webex meeting link:* https://unimib.webex.com/unimib-it/j.php?MTID=m1c4d20c1f6c3199f3682809e0f4a… *Meeting number:* 2742 624 6987 *Meeting password:* mmYN7WusD46 *These talks are part of the* *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* *organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico.* Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Federico Cornalba - Politecnico di Milano - 2 Maggio 2024
by Luca Scarpa 02 May '24

02 May '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 2 Maggio 2024, ore 11. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Federico Cornalba, University of Bath. Title: Numerical and analytical aspects for stochastic equations from Fluctuating Hydrodynamics. Abstract: Large-scale systems of interacting particles are ubiquitous, with applications ranging from thermal advection phenomena to gradient descent algorithms in machine learning. While the mean-field-limit (MFL) perspective allows to efficiently characterize the ‘average’ evolution of many such particles systems (usually via PDEs), it does not incorporate a macroscopic description of the particles’ intrinsic fluctuations. The theory of Fluctuating Hydrodynamics addresses this aspect by instead describing the particle systems via stochastic PDEs which enrich the underlying MFL dynamics. For a weakly interacting multi-species system, we will discuss the interplay between MFL dynamics and associated stochastic PDE, and show that numerical discretizations of the latter can approximate the particles’ fluctuations in an accurate and efficient way. Based on joint works with Julian Fischer (IST Austria), Jonas Ingmanns (IST Austria), Claudia Raithel (TU Dresden). Link Zoom: https://<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09>polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09> Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2414 ----- 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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AMASES summer school on "Machine learning methods for finance"
by Piero MAZZARISI 01 May '24

01 May '24

Dear all, On behalf of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), I am co-organizing a summer school on “Machine learning methods for finance", which will take place in Bertinoro (Forlì-Cesena, Centro Residenziale Universitario) on July 14-19. The deadline for applications is June 5. The candidature (along with the CV) can be sent to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> See the attached flyer and the website https://www.amases.org/amases-summer-school-2024/ for more info. For any further info, please send an email to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> Please distribute the call to any potential applicant. All the best, p — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

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Post-doc position at the ESOMAS Department (UniTO)
by Luca Regis 30 Apr '24

30 Apr '24

Dear colleagues, it is my pleasure to advertise a post-doc position at the ESOMAS Department of the University of Torino to work with me on longevity risk-related themes (pension scheme design and socio-economic inequality). Please share the information as much as possible. The position is for 15 months, for an annual amount of 24320 euros. To apply, go here: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2024-i-pnrr/ For any further information, please feel free to reach out to me at luca.regis(a)unito.it. The position is financed by the PNRR (Spoke 6 - Project "LinDor"). The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> was awarded the "Department of Excellence" grant for 2017-2022 and 2023-2027 and has a strong group of researchers working on finance, actuarial science, stochastic control and carrying out activities at the Collegio Carlo Alberto <https://www.carloalberto.org/cca-finance/>. ------------- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis www.carloalberto.org/lti

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Seminario di Camille Tardif a Roma Tre il 9 maggio
by Pietro Caputo 30 Apr '24

30 Apr '24

Giovedì* 9 Maggio* 2024 alle ore *14:30*, Camille Tardif (Sorbonne Université, LPSM Paris) terrà il seminario di Probabilità dal titolo "*Persistence problem for additive functionals of one-dimensional diffusion processes*". Abstract: I will present a joint work with Quentin Berger and Loïc Bethencourt. We study the asymptotics of the probability that a signed additive functional of a recurrent one-dimensional diffusion stays below some constant level for a long time. Under our hypothesis we prove that this persistence probability decreases polynomially and we find the persistence exponent. For that we decompose the diffusion into excursions and the problem is reduced to study the fluctuations of some Lévy process naturally associated with the additive functional. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica - Lungotevere Dante, 376 - *Aula L*

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SPASS Seminar: Remco van der Hofstad
by Gianmarco Bet 30 Apr '24

30 Apr '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Local and 'almost' local structure of random graphs* by *Remco van der Hofstad* (*Eindhoven University of Technology*) The seminar will take place on TUE, 07.05.2024 at 14:00 CET in Aula 102, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract:* * Ever since its invention by Benjamini and Schramm, and independently by Aldous and Steele, local convergence has become an indispensable tool in random graph theory. Many properties, such as subgraph counts, clustering, degree distributions and degree-degree dependencies, but also the number of spanning trees on a graph, and, under mild extra conditions, the free energy of the Ising model, are asymptotically determined by the local limit. Even more properties are not local, yet their behavior in many random graph models is still dictated by the local limit. An example is the size of the maximal connected component, which was recently shown to be `almost' local, in the sense that the proportion of vertices in it equals the survival probability of the local limit subject to one natural necessary and sufficient condition. In this lecture, we give an overview of local convergence and the local and `almost local’ structure of random graphs. We discuss that most real-world networks are sparse, in that their average degrees are bounded, while they can be quite inhomogeneous in that vertices of very high degree may exist. For such settings, local convergence is the natural notion of graph convergence for graph sequences with diverging sizes. It describes how the proportion of vertices whose neighborhoods have a certain shape converges to a limiting value, which can be seen as the neighborhood of a vertex in a limiting infinite graph, which can be random even when the finite graph is deterministic. We then discuss consequences of local convergence for random graph sequences.*

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talk by Markus Reiß
by Enrico Priola 29 Apr '24

29 Apr '24

Cari tutti, segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola %%%%%%%%%%%%%% -------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz <sascha.gaudlitz(a)hu-berlin.de> Komu: sascha.gaudlitz(a)hu-berlin.de Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online: https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917 See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg --------------------------------------------- Speaker: Markus Reiß Title: Statistics for SPDEs Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided. --------------------------------------------- The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Extension for Abstract Submissions - 3rd BNP Networking Workshop
by Raffaele ARGIENTO 29 Apr '24

29 Apr '24

Dear all, The abstract submission deadline for the 3rd Bayesian Nonparametric Networking workshop has been extended to May 15. The workshop is scheduled from July 30 to August 2 at The Institute for Mathematical Sciences (IMS) in Singapore. The format will largely follow the previous editions held in Nicosia (Cyprus) in April 2022 and Melbourne (Australia) in December 2023. This edition will offer three mini-courses delivered by Peter Orbanz (University College London), Li Ma (Duke University), and Kerrie Mengersen (Queensland University of Technology). For more information, please visit the workshop event page at https://bnp-networking2024.github.io/ or contact the local organizing committee via bnp-networking2024(a)bayesian.org. Best regards, Raffaele Argiento and Maria de Iorio -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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PhD Call 2024
by Irene Crimaldi 29 Apr '24

29 Apr '24

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) at IMT School for Advanced Studies is out. You can find the call on INOMICS: https://inomics.com/program/8-fully-funded-phd-positions-in-economics-analy… *Please, share the call and prompt potentially interested students to apply. * Here you can find the *EADS* *website*: https://eads.imtlucca.it/ Here you can find the *information on the application procedure*: https://eads.imtlucca.it/how-to-apply_1 *Deadline for applying: June 21 at 1pm.* My best regards, Irene Crimaldi

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Seminari PRISMA - lun 6 mag 2024
by Francesco Caravenna 29 Apr '24

29 Apr '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> Il prossimo appuntamento è per lunedì 6 maggio 2024. I relatori saranno Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) che parleranno di La geometria degli insiemi di escursione per campi aleatori Gaussiani e La geometria dei campi aleatori sfera-per-tempo con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Domenico Marinucci (Università di Roma Tor Vergata) e Anna Vidotto (Università di Napoli Federico II) TITOLO: La geometria degli insiemi di escursione per campi aleatori Gaussiani. RIASSUNTO: Obiettivo del seminario sarà di presentare una panoramica relativamente informale su alcuni risultati nell'analisi della geometria dei campi aleatori che sono stati ottenuti negli ultimi 10 anni circa. In particolare, si inizierà ricordando i risultati sulle curvature di Lipschitz-Killing di insiemi di escursione per campi Gaussiani (la Gaussian Kinematic Formula di Adler e Taylor); si proseguirà quindi con risultati per la varianza e teoremi del limite centrale nel regime di asintotica ad alta frequenza, discutendo anche le connessioni con altri campi della probabilità (in particolare, le espansioni in caos di Wiener ed il metodo di Stein-Malliavin). Se il tempo lo permetterà, si discuterà altresì la struttura di interdipendenza tra curvature di Lipschitz-Killing e punti critici, con alcuni cenni agli sviluppi più recenti (la geometria dei fibrati aleatori) e alle motivazioni/applicazioni di questi risultati. TITOLO: La geometria dei campi aleatori sfera-per-tempo. RIASSUNTO: Obiettivo del mio seminario sarà introdurre un nuovo regime asintotico per lo studio di campi aleatori definiti sulla sfera unitaria e dipendenti dal tempo. Considereremo statistiche di diversi funzionali geometrici costruite a partire dagli insiemi di livello del campo aleatorio e definite su un arco temporale crescente. Vedremo che le loro proprietà asintotiche, in particolare varianza e distribuzione limite, dipenderanno da un’interazione tra memoria temporale e livello. Infine, discuteremo brevemente le possibili applicazioni di questi modelli e dei risultati enunciati ad uno studio statistico delle proprietà dei campi aleatori di partenza, e conseguenti risvolti pratici nel campo delle scienze del Clima. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Network Econometrics Summer School (July, 1-5, 2024, Venice)
by Roberto CASARIN 29 Apr '24

29 Apr '24

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/) in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 1 - 5 July, 2024, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2024 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. The initiative is sponsored by the *Ca' Foscari International College* (https://www.unive.it/pag/19476/) The school and the participants from the Italian Advanced Schools are financially supported by the Ca’ Foscari International College under the aegis of ASSI (Alliance of the Italian Advanced Schools). *Participation*: Online or in presence *Application Deadline*: May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Angela Andreella, Ca' Foscari University of Venice Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, Queen Mary University of London Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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PhD in Economics and Finance: invitation to submit applications
by Cecilia Mancini 26 Apr '24

26 Apr '24

Dear Friends and Colleagues, My department is pleased to announce that the 2024 call for applications for the PhD Program is now open. This year, eight positions with scholarships (about 1,600 euros per month) are available to cover the full length of the program (four years). To apply, please visit https://www.corsi.univr.it/?ent=cs&id=1008&menu=iscriversi&tab=comeiscriver… The Program offers two dedicated tracks: "Economics (ECO)" and "Mathematics and Data Analytics for Finance (MDAF)". We invite applications from outstanding graduates who hold or are expected to hold a master's degree in Economics, Mathematics, Finance or related fields. The deadline for application is May 23, 2024. For further information please visit the official Program webpage, https://www.corsi.univr.it/?ent=cs&id=1008&menu=home&lang=en or contact the program coordinator, Prof. Alessandro Bucciol (alessandro.bucciol(a)univr.it<mailto:alessandro.bucciol@univr.it>). Please feel free to forward this information to anyone interested Best regards, Cecilia

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Next LTI@Unito Seminar: Mihalis Zervos | April 29 @ 12:00 - 13:00
by Luca Regis 26 Apr '24

26 Apr '24

Dear Colleagues, please find below an invitation to the seminar that Mihail Zervos will give at Collegio Carlo Alberto (Torino) on April 29 from 12 to 13. The seminar can be attended via zoom, at the link below. Best, Luca Regis <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/oGRQP…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: *April 29, 2024 | 12:00 - 13:00* *Market Equilibrium under Proportional Transaction Costs in a Stochastic Factor Model* *Mihalis Zervos (LSE)* *Abstract: *We consider an economy with two agents. Each of the two agents receives a random endowment flow. We model this cumulative flow as the stochastic integral of a deterministic function of the economy’s state, which we model by means of a general Ito diffusion. Each of the two agents has mean-variance preferences with different risk-aversion coefficients. The two agents can also trade a risky asset. We determine the agents’ optimal equilibrium trading strategies in the presence of proportional transaction costs. In particular, we derive a new free-boundary problem that provides the solution to the agents’ optimal equilibrium problem. Furthermore, we derive the explicit solution to this free-boundary problem when the problem data is such that the frictionless optimiser is a strictly increasing or a strictly increasing and then strictly decreasing function of the economy’s state. To attend online, join Zoom meeting <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/gbMTK…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/dhS3W0U…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/u9_E8…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/sUBGz…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/tPitY…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/rOFgl…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/pqVsx…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/s8Hmi…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/pHAgg…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/PbBxm…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/EZy…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/h8F…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/D3Mk0xH…> *© 2022 Fondazione Collegio Carlo Alberto*

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PhD opening in Probability (Technical University of Vienna)
by Francesco Caravenna 26 Apr '24

26 Apr '24

Ricevo e inoltro. %%%%%%%%%%%%%%%%%%%%% Da: "Prof. Fabio Toninelli" <fabio.toninelli(a)tuwien.ac.at> Oggetto: PhD opening in Probability (Technical University of Vienna) Data: 26 aprile 2024, 09:02:18 CEST Dear colleague, The Technical University of Vienna is advertising a PhD position in probability theory (with focus on discrete probability), within the Probability research group (https://www.tuwien.at/en/mg/proba) <https://www.tuwien.at/en/mg/proba>. Deadline for applications: 23:59 CET on May 16th, 2024. The application should contain: 1. A CV of the candidate 2. A motivation letter. 3. A proof of the last academic degree (diploma). 4. A transcript of the grades of the candidates from their last academic year. 5. One letter of recommendation to be sent to karriere(a)tuwien.ac.at <mailto:karriere@tuwien.ac.at>. For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/231892 <https://jobs.tuwien.ac.at/Job/231892>. Candidates who have not yet obtained their master degree but will do so within the calendar year are encouraged to apply. Please forward this to potentially interested candidates. Best wishes, Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home <https://sites.google.com/view/fabio-toninelli/home>

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Course by Samuel LIVINGSTONE (UCL)
by Matteo Ruggiero 24 Apr '24

24 Apr '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: -------------------------------------- Samuel LIVINGSTONE (UCL) MONTE CARLO METHODS FOR STATISTICAL INFERENCE Monte Carlo methods and sampling algorithms have had a profound effect on scientific research for the past 80 years. In the course we will discuss these approaches in the context of statistical inference. We will cover some mathematical preliminaries, the Monte Carlo method, and basic approaches to sample from a probability distribution in low dimensions, before motivating and introducing Markov chain Monte Carlo and the Metropolis—Hastings algorithm for high-dimensional sampling and Monte Carlo (MCMC). Afterwards we will discuss more advanced topics such as studying bias and variance of MCMC ergodic averages via mixing times, and more advanced algorithms such as adaptive and gradient-based methods. -------------------------------------- The course will be held exclusively in person, according to the following schedule: - Tue 7/5, h.14-16 - Wed 8/5, h.16-18 - Thu 9/5, h.16-18 - Tue 14/5, h.14-16 - Wed 15/5, h.16-18 - Thu 16/5, h.16-18 Course location: Room 11, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to all interested. Best regards --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Postdoc postions
by Marco Romito 24 Apr '24

24 Apr '24

Ricevo e inoltro m. -------- Forwarded Message -------- Subject: Postdoc postions Date: Wed, 24 Apr 2024 09:01:00 +0000 From: Xue-Mei Li <xue-mei.li(a)epfl.ch> Applications are invited for two or more postdoctoral positions in mathematics at EPFL. The successful candidates will be working on topics in Stochastic Analysis. The initial duration of the position is 2 years with a flexible starting date. Screening begins in May. The position offers excellent research conditions, opportunity to interact with a world-leading group in probability and stochastic analysis, and the chance to supervise research projects. It also comes with a competitive salary and a beautiful working environment on the shore of Lake Geneva. Further details can be found at https://www.mathjobs.org/jobs/list/24521

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Summer school "Frontiers of Energy Econometrics"
by Luca Rossini 24 Apr '24

24 Apr '24

Dear colleagues, we are pleased to announce that the second edition of the summer school "Frontiers of Energy Econometrics" (https://toee.lakecomoschool.org/) will be held from 9 to 12 September 2024 at the Como Lake of Advanced Studies, located at the Villa del Grumello in Como. The focus of this edition will be on forecasting and will include lectures, tutorials and group work. *Deadlines*: * Student application: 10 May 2024 * Notification of acceptance: 15 May 2024 * Registration and payment for accepted students: 26 May 2024 Please spread the word among your contacts, especially PhD students and post-docs. The organizers -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com;luca.rossini@unimi.it skype: luca.rossini14 web:https://rossiniluca.github.io/web/

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PhD on Statistical mechanics on random graphs and algorithms
by Vanessa Jacquier 23 Apr '24

23 Apr '24

Inoltro per conoscenza. Dear colleagues, Please forward this information to any interested student. Thank you in advance! “PhD on Statistical mechanics on random graphs and algorithms” Job description Random spin systems from statistical mechanics have been successfully used to study critical behaviour at the interface of problems from mathematics, physics, biology and computer science. The measure describing the spin system gives the probability of likely configurations. Phase transitions occur when tuning a parameter of the system, in the sense that there are several Gibbs measures compatible with the microscopic interactions. In recent years, there has been enormous activity in order to study phase transitions for spin systems on random graphs by rigorously characterizing the set of Gibbs measures. Applications of such problems range from computational complexity, coding theory, to machine learning. This PhD project investigates statistical mechanics on random graphs and algorithms. The focus is on properties of the q-state Potts model, which is intimately related to random graph q-coloring and community detection problems. The project is a joint project between Prof. Remco van der Hofstad (TU/e), Dr. Noela Müller (TU/e) and Dr. Wioletta Ruszel (UU). Job requirements We are looking for a candidate that brings the following: a Master’s degree in mathematics; excellent English language and communication skills; knowledge of or affinity to physics and/or computer science is not required but considered an advantage; a demonstrable research-oriented experience, interest, or attitude. Conditions of employment A meaningful job in a dynamic and ambitious university, in an interdisciplinary setting and within an international network. You will work on a beautiful, green campus within walking distance of the central train station. In addition, we offer you: Full-time employment for four years, with an intermediate evaluation (go/no-go) after nine months. You will spend 10% of your employment on teaching tasks. Salary and benefits (such as a pension scheme, paid pregnancy and maternity leave, partially paid parental leave) in accordance with the Collective Labour Agreement for Dutch Universities, scale P (min. € 2.770,- max. € 3.539,-). A year-end bonus of 8.3% and annual vacation pay of 8%. High-quality training programs and other support to grow into a self-aware, autonomous scientific researcher. At TU/e we challenge you to take charge of your own learning process. An excellent technical infrastructure, on-campus children's day care and sports facilities. An allowance for commuting, working from home and internet costs. A Staff Immigration Team and a tax compensation scheme (the 30% facility) for international candidates. Information and application About us Eindhoven University of Technology is an internationally top-ranking university in the Netherlands that combines scientific curiosity with a hands-on attitude. Our spirit of collaboration translates into an open culture and a top-five position in collaborating with advanced industries. Fundamental knowledge enables us to design solutions for the highly complex problems of today and tomorrow. Curious to hear more about what it’s like as a PhD candidate at TU/e? Please view the video. Information Do you recognize yourself in this profile and would you like to know more? Please contact the hiring manager Noela Müller, Assistant professor, n.s.muller(a)tue.nl. Visit our website for more information about the application process or the conditions of employment.You can also contact HR Services M&CS, HRServices.MCS(a)tue.nl. Are you inspired and would like to know more about working at TU/e? Please visit our career page. Application (before 19.5.2024) We invite you to submit a complete application by using the apply button. The application should include: A cover letter in which you describe your motivation, research experience, interests and qualification for the position. A background in probability is required for the position. If you have had exposure to statistical mechanics, please also mention this. A detailed curriculum vitae, including the contact information of two academic references. Copies of relevant BSc and MSc diplomas and transcript of records, including a list of grades. A copy or link to your master thesis if available. In case you are currently writing your master thesis, a short description of the project. More information and link to application can be found here: https://jobs.tue.nl/en/vacancy/phd-on-statistical-mechanics-on-random-graph… Kind regards Noela, Remco and Wioletta --------------------------------------- Vanessa Jacquier Post-doctoral researcher Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD Utrecht, The Netherlands.

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School and conference in Bielefeld: "Gradient Flows, Large Deviation Theory, and Macroscopic Fluctuation Theory“
by Benjamin Gess 23 Apr '24

23 Apr '24

Dear colleagues, We would like to draw your attention to a School and conference on "Gradient Flows, Large Deviation Theory, and Macroscopic Fluctuation Theory“ which will take place *June 17-21 2024 at Bielefeld University* and is part of the 2024 activity month "Fluctuations in interacting systems: From optimal transport and Fokker–Planck equations to fluid dynamics and SPDEs“ of the collaborative research center 1283 ( https://www.sfb1283.uni-bielefeld.de/workshops/activitymonth/2024) The overarching topic of the conference is the effective description of large systems of interacting particles and their fluctuations around their typical behaviour. This mathematical challenge is of fundamental importance in a variety of applications, ranging from mathematical modelling in the sciences, to the foundations of non-equilibrium statistical mechanics and the dynamics of modern learning algorithms. Addressing these questions involves ideas from various disciplines in mathematics and physics. The workshop will bring together both leading experts and junior researchers from various fields, such as macroscopic fluctuation theory and non-equilibrium statistical mechanics, interacting particle systems, large deviation theory, gradient flows and variational methods for partial differential equations, and stochastic partial differential equations. The program will feature lecture series and talks by leading scientists as well as opportunities for junior scientists to present their work. For more details please see https://www.sfb1283.uni-bielefeld.de/2024_MFT/ With kind regards, Matthias Erbar and Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de) Universität Bielefeld <https://www.math.uni-bielefeld.de/>, Fakultät für Mathematik Max Planck Institute for Mathematics in the Sciences <http://www.mis.mpg.de/index.html>, Leipzig

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OWABC - Francesca Crucinio - 2nd May 2024 9am
by Massimiliano Tamborrino 23 Apr '24

23 Apr '24

Dear all, our next OWABC seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching. We are happy to announce that our next speaker is Francesca Crucinio (King's College London), who will talk about "A connection between Tempering and Entropic Mirror Descent" on Thursday the 2nd May, 9am UK time. Abstract: This work explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC corresponds to entropic mirror descent applied to the reverse Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be seen as a descent scheme of the KL divergence with respect to the Fisher-Rao geometry, in contrast to Langevin dynamics that perform descent of the KL with respect to the Wasserstein-2 geometry. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and derive adaptive tempering rules that improve over other alternative benchmarks in the literature. Reference: N. Chopin, F. R. Crucinio, A. Korba, A connection between Tempering and Entropic Mirror Descent, Preprint at ArXiv: 2310.11914<https://arxiv.org/pdf/2310.11914.pdf> The talk will be streamed on MS Teams at this link https://teams.microsoft.com/l/meetup-join/19%3ameeting_YTNiMmNkZTUtYTI4Mi00… Meeting ID: 378 951 648 902 Passcode: YB8fb5 We are looking forward to seeing you on May 2, best, Massimiliano on the behalf of the OWABC Seminar organisers ------ Dr. Massimiliano Tamborrino Associate Professor and Warwick International Higher Education Academy (WIHEA) Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Posizione RTT Mat/06 alla Sapienza
by Faggionato, Alessandra 23 Apr '24

23 Apr '24

Buongiorno, vi segnalo che è uscito il bando per una posizione RTT MAT/06 presso il Dipartimento di Matematica della Sapienza (scadenza 23 Maggio): https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/217127 Vi prego di segnalare tale bando a possibili interessati. Grazie Buona giornata Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Workshop Announcement LSID24 - Padova, September 18 - 20, 2024
by Alberto Chiarini 22 Apr '24

22 Apr '24

It is our pleasure to announce the following workshop: Large scale behaviour of interacting diffusions: from stochastic control to functional inequalities Padova, September 18 - 20, 2024 The goal of the workshop is to discuss recent advances on the study of asymptotic properties of interacting particle systems, with a special emphasis on controlled systems. Topics of interest include but are not limited to propagation of chaos, infinite dimensional Hamilton-Jacobi equations and ergodicity. We also aim at fostering discussions on the interplay between control methods and other emerging techniques to establish functional inequalities. SPEAKERS: * Luisa ANDREIS (Politecnico Milano) * Charles BERTUCCI (École polytechnique Paris) * Michele COGHI (Trento) * Andrea COSSO (Milano Statale) * Samuel DAUDIN (Université Côte d'Azur) * Benoit DAGALLIER (Courant Institute, New York) * Katharina EICHINGER (École polytechnique Paris) * Markus FISCHER (Padova) * Chiara FRANCESCHINI (Modena) * Richard KRAAIJ (TU Delft) * Mario MAURELLI (Pisa) * Pierre MONMARCHÉ (Sorbonne Paris) * Carlo ORRIERI (Pavia) * Sam POWER (Bristol) * Julien REYGNER (École des Ponts Paris) * Katharina SCHUH (TU Wien) * Milica TOMASEVIC (École polytechnique Paris) Please use the following link for more information and to register for the event (registration is free but mandatory) https://events.math.unipd.it/LSID24/. We kindly ask to spread the news to any potentially interested people. Thank you for your consideration, the organizers, Alekos Cecchin, Alberto Chiarini, Giovanni Conforti and Alessandra Cipriani

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PhD in Statistics @Unimib - Call for Applications
by Tommaso Rigon 22 Apr '24

22 Apr '24

Dear colleagues, We are glad to announce that five fully funded PhD fellowships in STATISTICS are available within the PhD program ECOSTATDATA at the University of Milano-Bicocca. The PhD program ECOSTATDATA lasts four years (November 2024 - October 2028) and comprises three separate curricula: "Economics," "Statistics," and "Big Data and Analytics for Business." Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a MSc degree (Laurea Magistrale) from an Italian university or an equivalent qualification from other countries. Participation is also open to candidates who do not have an MSc but expect to obtain their degree before October 31, 2024. Admission is decided on the basis of qualifications and an interview. Grant awarded The PhD scholarship is equal to € 16,243.00 per year (gross salary). It is exempt from local income tax and personal income tax (IRPEF). The grant will be awarded for four years and subject to satisfactory progress, which will be evaluated yearly. How to apply The call is published (deadline May 14, 2024, at 12:00 noon) on the page: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Please carefully read the call for applications and the description of the doctoral course you'd like to apply for. Additional information For more information on the PhD program, please visit the page: https://www.dems.unimib.it/en/research/phd-programme Best regards, ------------------------ Tommaso Rigon Assistant Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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Assegni di ricerca - Post doc positions
by Franco Flandoli 20 Apr '24

20 Apr '24

At the link https://trasparenza.sns.it/pagina874_tc-1_assegni-di-ricerca.html please find the announcement of a one-year position and two two-year positions of PostDoc oriented to research on stochastic fluids, with different perspectives, at Scuola Normale Superiore inside our research group https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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Professore II fascia MAT/05 UniSi - Associate professor MAT/05 UniSi
by GIOVANNI ALESSANDRO ZANCO 19 Apr '24

19 Apr '24

-- English version below -- Care colleghe e colleghi, il Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche dell'Università di Siena ha bandito una posizione di professore di II fascia in analisi matematica (s.s.d. MAT/05). Possono presentare domanda di partecipazione alla procedura di selezione coloro che siano in possesso dell'abilitazione scientifica nazionale o che ricoprano posizioni equivalenti a quella bandita. Il bando è pubblicato alla pagina https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/1-posto-di-profes… Le domande di partecipazione devono essere presentate tramite la piattaforma https://pica.cineca.it/unisi entro il 13 maggio 2024. Per ulteriori informazioni potete rispondere a questo messaggio oppure contattare il Prof. Giovanni Bellettini all'indirizzo bellettini(a)diism.unisi.it . Cordiali saluti, Giovanni Zanco ----- Dear colleagues, the Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche of Università di Siena invites applications for a permanent position of associate professor in Mathematical Analysis (MAT/05). Application is open to candidates that have obtained the corresponding italian scientific qualification as well as candidates who hold equivalent positions. The call is available at https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/1-posto-di-profes… Applications must be submitted via https://pica.cineca.it/unisi ; the deadline is May 13th, 2024. For enquiries please reply to this message or contact Prof. Giovanni Bellettini at bellettini(a)diism.unisi.it . Kind regards, Giovanni Zanco Ricercatore in Probabilità e Statistica Matematica Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche Università di Siena giovanni.zanco(a)unisi.it +39 0577 232870 San Niccolò Via Roma 56 53100 SI

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Call for application PhD in Economics Ca' Foscari University a.y. 2024-28
by Roberto CASARIN 19 Apr '24

19 Apr '24

Dear colleague, This is to inform you that the call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/web/it/259/bando-annuale [ITALIAN] https://www.unive.it/web/en/2161/annual-call [ENGLISH] We offer *5 positions with fully funded scholarships for 4** years *starting September 2024. A scholarship is about 20.000 euros gross/year. From the first year, PhD students have about 2.000 euros/year to spend for conference participation or summer/winter schools. Deadline to apply: *May 23rd 2024, at 1:00 PM (Italian time)*. For information on the PhD programme in Economics: http://www.unive.it/phd-economics <http://www.unive.it/phdeconomics> For information on the call and procedures to apply, please contact: phd.application(a)unive.it *Join us for an information session on Zoom on Monday May 9th 2024 at 4:00pm* (CEST) and get to know our world-class program, faculty, placement and more. Sign up now to register and receive access to the event: bit.ly/phdeconomics2024-form You will receive an email of confirmation with the codes to enter the meeting. INOMICS: https://inomics.com/program/phd-economics-ca-foscari-university-venice-1543… - in X https://twitter.com/DipEcoUnive/status/1780896334997782760 - in instagram https://www.instagram.com/p/C55gPX7ikDo - in facebook https://www.facebook.com/CaFoscariEconPhD/posts/pfbid03KnBsnQ96J5gYbyxDZuZE… -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Fwd: IWFOS2025 - FIRST ANNOUNCEMENT
by Enea Bongiorno 16 Apr '24

16 Apr '24

Cari colleghi, scusandomi per possibili invii multipli inoltro il seguente annuncio. Cordialmente, Enea Bongiorno ---------- Forwarded message --------- From: iwfos2025 <iwfos2025(a)uniupo.it> Date: Tue, 16 Apr 2024 at 11:43 Subject: IWFOS2025 - FIRST ANNOUNCEMENT To: iwfos2025 <iwfos2025(a)uniupo.it> Apologies for cross-posting Dear Colleagues, Dear Friends, Following the success of the previous five editions held in Toulouse-France (2008), Santander-Spain (2011), Stresa-Italy (2014), A Coruña-Spain (2017), and Brno-Czech Republic (online 2021), it is our pleasure to announce the * 6th International Workshop on* *Functional and Operatorial Statistics* *IWFOS2025* June 25 – 27, 2025 Novara (Italy) *LOCATION* The workshop will take place in the *Auditorium Cattaneo* at Complesso Perrone in Novara, from 25th to 27th of June, 2025. *PRIORITIZED TOPICS* The topics of this workshop will privilege infinite-dimensional statistical problems or methods with special emphasis on: · Statistical modelling for functional variables, · Functional Data Analysis, · Operator-based Statistics, · Background for Statistics in infinite-dimensional spaces; · High-dimensional Statistics. We wish to encourage also contributions in *Machine Learning* in order to foster relations between all these different fields of modern statistics and to contribute to their future development. *INVITED SPEAKERS* The following scientists/researchers have accepted to attend: · Anne van Delft, Columbia University NY, USA · Holger Dette, RUHR-University Bochum, Germany · Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain · Karel Hron, Palacký University Olomouc, Czech Republic · Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium · Alessandra Menafoglio, Politecnico di Milano, Italy · Pavlo Mozharovskyi, Telecom Paris, France · Anuj Srivastava, Florida State University, USA · Shahin Tavakoli, University of Geneva, Switzerland · Simone Vantini, Politecnico di Milano, Italy *SCIENTIFIC PROGRAM COMMITTEE* *Co-Chairs* · Germán Aneiros (Universidade da Coruña, Spain) · Aldo Goia (Università del Piemonte Orientale, Italy) *Members of the SPC* · John Aston (University of Cambridge, UK) · Graciela Boente (Universidad de Buenos Aires, Argentina) · Hervé Cardot (Université de Bourgogne, Dijon, France) · Manuel Febrero Bande (University of Santiago de Compostela, Spain) · Sonja Greven (Humboldt-Universität Berlin, Germany) · Eduardo García Portugués (Carlos III University of Madrid, Spain) · Siegfried Hörmann (Graz University of Technology, Austria) · Daniel Hlubinka (Charles University, Prague, Czech Republic) · David Kraus (Masaryk University, Brno, Czech Repulic) · Sara Lopez-Pintado (Northeastern University, Boston, USA) · Dominik Liebl (University of Bonn, Germany) · Stanislav Nagy (Charles University, Prague, Czech Republic) · Juhyun Park (ENSIIE, Évry, France) · Matthew Reimherr (Pennsylvania State University, State College, USA) · Hanlin Shang (Macquarie University, Australia) · Laura Sangalli (Politecnico di Milano, Italy) · Piercesare Secchi (Politecnico di Milano, Italy) · Rosanna Verde (Università della Campania, Caserta, Italy) · Jane-Ling Wang (University of California, Davis, USA) · Yoav Zemel (EPFL SB MATH, Lausanne, Switzerland) *ORGANIZING COMMITTEE* *Co-Chairs* · Enea Bongiorno (Università del Piemonte Orientale, Italy) · Marie Hušková (Charles University, Prague, Czech Republic) *Members of the OC* · Francesca Centrone (Università del Piemonte Orientale, Novara, Italy) · Lax Chan (Università del Piemonte Orientale, Novara, Italy) · Agnese Di Brisco (Università del Piemonte Orientale, Novara, Italy) · Aldo Goia (Università del Piemonte Orientale, Novara, Italy) · Rosalba Ignaccolo (Università di Torino, Italy) · Caterina May (Università del Piemonte Orientale, Novara, Italy) · Alessandra Menafoglio (Politecnico di Milano, Italy) · Sylvie Viguier-Pla (Université de Perpignan, France) *SCIENTIFIC ORGANIZATION* According to the format of the previous editions, there will be the possibility to submit proposals for oral communications that will be selected by the Scientific Committee. The workshop has no parallel sessions with about 30 *Oral communications* and distributed over 5 half days. A *Poster session* will be organized including the unselected contributions for oral communications. *PUBLICATIONS* A book of proceedings edited by Springer and containing the selected oral/poster communications (6-8 pages) will be made available in on-line format at each participant. The meeting will be the starting point for a *Special Issue* of the *Journal of Multivariate Analysis*. It is worth mentioning that this special issue is not only open to the presentations in IWFOS 2025 but also to any other innovative contributions in the field. More information will be published in a forthcoming website. Thank you for your attention, Hoping see you in Novara, With our best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková ======================================================= IWFOS2025 Secretary Dipartimento di Studi per l'Economia e l’Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) e-mail: iwfos2025(a)uniupo.it -- Enea Bongiorno, Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------ -- Enea Bongiorno, Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario Andrea Agazzi - Lunedì 22 Aprile - Sapienza Università di Roma
by Silvestri, Vittoria 16 Apr '24

16 Apr '24

Si segnala il seguente seminario: Lunedì 22 Aprile 2024, ore 16:00, Sala di Consiglio, Dipartimento di Matematica "Guido Castelnuovo", Sapienza Università di Roma. *Speaker*: Andrea Agazzi (Università di Pisa) *Title*: Random Splitting of Fluid Models: Ergodicity, Convergence and Lyapunov exponents *Abstract: *We consider a family of processes obtained by decomposing the deterministic dynamics associated with some fluid models (e.g. Lorenz 96, 2d Galerkin-Navier-Stokes) into fundamental building blocks - i.e., minimal vector fields preserving some fundamental aspects of the original dynamics - and by sequentially following each vector field for a random amount of time. We characterize some ergodic properties of these stochastic dynamical systems and discuss their convergence to the original deterministic flow in the small noise regime. Finally, we show that the top Lyapunov exponent of these models is positive. This is joint work with Jonathan Mattingly and Omar Melikechi. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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post-doc position
by Simone Padoan 15 Apr '24

15 Apr '24

To anyone interested, a post-doc position in the Decision Sciences department in Bocconi university on an extreme values project is available. The link to apply is https://jobmarket.unibocconi.eu/?type=a&urlBack=/wps/wcm/connect/Bocconi/Si… If anyone is interested, she/he can write to simone.padoan(a)unibocconi.it for further information. Regards, Simone

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PostDoc position in Milan - PRIN Probabilistic Methods for Energy Transition
by Luciano Campi 15 Apr '24

15 Apr '24

Dear all, a postdoc position (assegno di ricerca) is open at the Department of Mathematics “F. Enriques", University of Milan - Statale. <https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> Bando di tipo B - PNRR - Prof. Campi - ID: 6597 | Università degli Studi di Milano Statale<https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> unimi.it<https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> [favicon_0_0.ico]<https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…> The position is funded by the project PRIN PNRR “Probabilistic Methods for Energy Transition” involving research teams in Milan, Verona, Padua and Turin. The successful candidate will work on applications of stochastic control and games applied to energy transition. Lenght of the position: 18 months Gross annual salary: € 30.150 Deadline: May 7, 2024 (11:59 pm Italian time) For more information on how to apply click here: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…<http://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/assegn…> For any questions, feel free to contact me at luciano.campi(a)unimi.it<mailto:luciano.campi@unimi.it> All the best, Luciano Campi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Seminario Dip. Scienze Statistiche, Sapienza - M. Mazza - 18-4-2024
by Luisa Beghin 14 Apr '24

14 Apr '24

Buongiorno, *giovedì 18 Aprile alle ore 15:00,* nell'*aula 24 del Dipartimento di Scienze Statistiche, Sapienza* (ed. CU002, quarto piano) e online al link https://uniroma1.zoom.us/j/83831966596?pwd=U1pEclcrZzlFMXppcmVaL1FOaFUydz09 si terrà il seguente seminario: *Speaker: Mariarosa Mazza (Università di Roma, Tor Vergata)* *Titolo: Fractional derivatives and models: some numerical aspects* *Abstract:* Fractional derivatives are a well-established mathematical tool that has received much attention in recent decades due to their non-local behavior, proven to be useful in modeling anomalous diffusion present in various real-world phenomena. Examples include the generation and spread of electrical signals across biological excitable tissues, interactions between particles and fields within a plasma, and network dynamics in human environments. The improvement in describing these phenomena, however, results in a more challenging numerical treatment, requiring specialized strategies, e.g., in terms of discretization methods or numerical solvers. The aim of this talk is to give a little taste of the topic with a focus on the numerical linear algebra difficulties that it poses. Grazie per l'attenzione, cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Seminars TÖLLE and TOLOTTI
by Stefano Pagliarani 12 Apr '24

12 Apr '24

Dear all, On April 17th, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminars will take place: * 11:00-12:00: Marco TOLOTTI "POLARIZATION AND COHERENCE IN MEAN FIELD GAMES DRIVEN BY PRIVATE AND SOCIAL UTILITY" * 12:00-13:00: Jonas TÖLLE "STOCHASTIC PRESSURE EQUATION IN ENHANCED GEOTHERMAL HEATING" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizers: Lorenzo Cerboni Baiardi and Stefano Pagliarani. Best regards, ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate 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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ISBA 2024 World Meeting - Early-bird registration until April 15th
by Roberto CASARIN 12 Apr '24

12 Apr '24

Dear Colleagues, We kindly remind you that the ISBA 2024 World Meeting is approaching. The *early-bird registration fee will remain available until April 15th*. More detailed information is available at: https://www.unive.it/isba2024 ISBA2024 is organized by the International Society for Bayesian Analysis ( ISBA <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>) in collaboration with the Venice Centre in Economic and Risk Analytics (VERA <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>) at Ca’ Foscari University of Venice. Looking forward to meeting you in Venice! Best regards, The ISBA World 2024, Local Organizing Committee. ------------------------------ 31st World Meeting ISBA 2024July 1st - July 7th, 2024Ca’ Foscari University, San Giobbe Campus, Venice, Italy The ISBA world meetings bring together the international statistical community of researchers and professionals who develop Bayesian methods and apply them to challenging problems in different fields, ranging from economics and finance to business, industry, biostatistics, pharmaceutical statistics, environmental statistics, etc. *Supported by*: Ca' Foscari University of Venice, Department of Economics, Venice Centre in Economic and Risk Analytics (VERA), Fondazione Università Ca' Foscari. *Under the auspices of:* Ministero dell'Università e della Ricerca (MUR), Regione del Veneto, Città Metropolitana di Venezia, Città di Venezia, Istituto Veneto di Scienze, Lettere ed Arti, Società Italiana di Econometria (SIdE), Società Italiana di Matematica Applicata e Industriale (SIMAI), Società Italiana di Statistica (SIS), Gruppo Nazionale per l'Analisi Matematica la Probabilità e le loro Applicazioni (INDAM-GNAMPA). *Main Sponsors*: Eurizon Asset Management, Generali, University of Michigan School of Public Health (Dept. of Biostatistics), United States National Sciences Foundation, University of California Los Angeles (Dept. of Biostatistics). *Other Sponsors:* Collegio Carlo Alberto (de Castro Statistics Initiative), University of Texas at Austin (Dept. of Statistics and Data Sciences), Duke University (Dept. of Statistical Science), G-Research, SAS, STATA, Università Bocconi (Dept. of Decision Sciences), European Datawarehouse, Pfizer, Posit, Brown University School of Public Health, INDAM-GNAMPA, CRC press, Springer Verlag. *Scientific Committee**:* Sinead Williamson <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…> (Chair), University of Texas at Austin/Apple Sergios Agapiou <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of Cyprus Trevor Campbell <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of British Columbia Roberto Casarin <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Ca’ Foscari University of Venice Luis Mauricio Castro Cepero <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Pontificia Universidad Católica de Chile Christopher Drovandi <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Queensland University of Technology Daniele Durante <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Bocconi University Hedibert Freitas Lopes <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Institute of Educatio and Research Emtiyaz Khan <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, RIKEN Center Matthias Katzfuss <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of Wisconsin-Madison Juhee Lee <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of California Santa Cruz David Nott <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, National University of Singapore Stéphanie van der Pas <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Amsterdam UMC Bruno Sansó <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of California Mike West <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Duke University -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Online seminar in Bayesian Statistics, April 19 2024
by Chiara AMORINO 12 Apr '24

12 Apr '24

Dear all, I am glad to announce the following webinar, organized by the Young Statisticians’ Section of the Irish Statistical Association (Young-ISA). This year's theme is Bayesian Statistics and it will be a joint event between the Young-ISA and The Bernoulli Society for Mathematical Statistics and Probability. Date: Friday April 19th, 2024 Location: Online via Zoom Time: 9:30am - 12.00pm Irish time (10:30am-1:00pm CET) Our invited speakers are: * Prof Claire Gormley, Professor in Statistics at University College Dublin * Dr Matteo Giordano, Assistant Professor in Statistics at the University of Turin * Dr Maeve Upton, Postdoctoral researcher in Statistical Modelling at the University of Limerick * Yong Chen Goh, PhD student in Statistics at Maynooth University The event is free and available to all. We ask you to register to attend by clicking here<https://ddec1-0-en-ctp.trendmicro.com/wis/clicktime/v1/query?url=https%3a%2…>. Zoom details will be shared with registered attendees in advance of the event. Full details of the event are available on the Y-ISA website<https://ddec1-0-en-ctp.trendmicro.com/wis/clicktime/v1/query?url=https%3a%2…>. Best regards, Chiara

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Seminar: Francesca Romana Crucinio April 16, 2024, DAIS - Ca' Foscari University of Venice
by Carlo Gaetan 11 Apr '24

11 Apr '24

Dear all, we are glad to announce the following *online* seminar *April 16, 2024, 12:15 PM* Zoom: https://unive.zoom.us/j/85153268624?pwd=MzBhdlA2M1B2dThJQ2Y5T0EwUE5PZz09 *Speaker*: Francesca Romana Crucinio, King's College London *Title*: A connection between Tempering and Entropic Mirror Descent *Abstract:* This talk explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC corresponds to entropic mirror descent applied to the reverse Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be seen as a descent scheme of the KL divergence with respect to the Fisher-Rao geometry, in contrast to Langevin dynamics that perform descent of the KL with respect to the Wasserstein-2 geometry. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and derive adaptive tempering rules that improve over other alternative benchmarks in the literature. Notes: 1) Visit this page https://www.unive.it/pag/41970/ for updates on our seminars. 2) I also take this opportunity to draw your attention to the following academic position Senior Tenure-Track Assistant Professor (RTDB) in Statistics, Ca’ Foscari University of Venice, Italy Application Deadline: May 02, 2024 1:00pm (Italian Time) More information about the call (in Italian and English) can be found at https://www.unive.it/data/38002/?id=2024-UNVE000-0078551 Online application form https://apps.unive.it/domandeconcorso-en/accesso_cf/rtdb-2024secss01psr Informal enquiries about the job and the application process can be made to Professor Cristiano Varin cristiano.varin(a)unive.it Best regards, Carlo Gaetan -- - Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

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PhD in Mathematics in Padova - 8 scholarships
by Tiziano Vargiolu 11 Apr '24

11 Apr '24

============================================ ANNOUCEMENT Eight PhD scholarships are available at the University of Padova for candidates interested in all the areas of Mathematics, including probability and finance (start of activities: November 1st, 2024). Eligibility The scholarship competition is open to applicants of any citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other Countries of at least four years’ duration (applicants must obtain their qualification no later than 30th September 2024). Admission is decided on the basis of qualifications, of a motivational letter, of recommendation letters and - for those shorlisted - of an interview. How to apply The call is published (deadline May 13, 2024 - 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Applications are only accepted online using the link indicated in the call. Applicants must read carefully all instructions provided in the call, including those concerning further benefits (accommodation, see Annex 2, and Galilean School of Higher Education research and accommodation grant, see Annex 3), and the technical notes. Further notices may be found in our site: https://dottorato.math.unipd.it/prospective-students/Admissions_Coming_Year Grant awarded The annual grant will be of euros 16,243.00 (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. Applicants who need further assistance may send an email to phd.math(a)math.unipd.it -- Prof. Giovanni Colombo tel.: +39049 8271445 Dipartimento di Matematica "Tullio Levi-Civita" fax : +39049 8271428 Università di Padova room: 534 via Trieste 63, I 35121 PADOVA (Italy) http://www.math.unipd.it/~colombo skype: giovanni.colombo.pd Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminar Tommaso Rosati at Tor Vergata 17.04
by Michele Salvi 11 Apr '24

11 Apr '24

Dear all, On Wednesday, April 17th, at 14h30 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Tommaso Rosati (University of Warwick) with the seminar "Lower bounds to Lyapunov exponents of stochastic PDEs” Abstract: Inspired by problems from fluid dynamics, we introduce an approach to obtain lower bounds to Lyapunov exponents of stochastic PDEs. Our proof relies on the introduction of a Lyapunov functional for the projective process associated to the equation, based on the study of dynamics of energy level sets and on a notion of non-degeneracy of the noise that leads to high-frequency stochastic instability. We address some nonlinear problems. Joint works with A. Blessing , M. Hairer, and (in progress) with M. Hairer, S. Punshon-Smith and J. Yi. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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Assistant Professor (Tenure Track) in Mathematical Methods of Economics, Finance, and Actuarial Sciences at Ca Foscari, University of Venice
by giulia.iori＠unive.it 11 Apr '24

11 Apr '24

Dear Colleagues, I would like to draw your attention to the approaching deadline for the following academic position (April 14th 2024, AT 1:00 P.M. CET) The Department of Economics at Ca’ Foscari University of Venice is currently seeking applications for an Assistant Professor (Tenure Track) (RTT) in Mathematical Methods of Economics, Finance, and Actuarial Sciences (13/D4 – SECS-S/06). This tenure track opportunity offers a pathway to tenure as an Associate Professor within a timeframe of three to six years, contingent upon a positive evaluation from the department and attainment of the Italian national habilitation to an associate professorship. The Economics Department at Ca Foscari has been recognized as a "Department of Excellence" by the Italian Ministry of Education, University, and Research, securing special financial support for the 2023/2027 period. The department consistently ranks favourably for research output across national and international research rankings. We encourage applications from candidates with a strong research track record whose research aligns with the core themes of the SECS-S/06 disciplinary sector. Ideal candidates will possess expertise in mathematical models and methodologies pertinent to economics, finance, and actuarial sciences. This includes but is not limited to quantitative finance, decision theory, risk and uncertainty management, and the application of agent-based and computational methods (including data analysis). Successful candidates will exhibit a strong commitment to delivering high-quality teaching. The department offers courses taught in both Italian and English at various academic levels, though knowledge of Italian is initially not required. We welcome applications from international scholars. For those based abroad, special conditions apply, and they may benefit from a favourable tax waiver scheme. For additional information concerning the Department of Economics visit http://www.unive.it/pag/28365/. For queries about the application process please contact recruiting.dec(a)unive.it Application Procedure: Apply online at https://bandi.mur.gov.it/jobs.php/public/job/id_job/118942 http://www.unive.it/bandi-ric240 Application deadline: April 14th 2024, AT 1:00 P.M. CET Kind regards, Giulia Iori

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Post-doc position “Stochastic processes for energy transport" at CEREMADE (Paris)
by ALESSANDRA IACOBUCCI 10 Apr '24

10 Apr '24

Dear all, An 18-month post-doc position in "Stochastic Processes for Energy Transport: Models and Simulations" is currently available at CEREMADE (Université Paris-Dauphine-PSL). Details about the position can be found at the following link https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANRSINEQ.pdf . The starting date is flexible, with a deadline no later than October 2024. Please forward this announcement to any potentially interested candidates. Best wishes, Alessandra Iacobucci and Stefano Olla

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SMF: François Delarue at Milano-Bicocca (Apr 18, 2024)
by Maurizia Rossi 10 Apr '24

10 Apr '24

Dear colleagues, I am glad to announce the following talk which is part of the *"Seminario Matematico e Fisico di Milano" *activities. Speaker: *François Delarue* (Univ. Côte d'Azur) Title:* Mean field control and games. Some prospects. * *Time and place:* April 18, 2024 - 2:00pm-3:00pm - building U5/room 3014 Dept. of Mathematics and Applications, Univ. Milano-Bicocca. *Abstract:* I will first give a brief overview of the notion of mean-field control and games. In particular, I will focus on the Eulerian formulation, through the notion of master equation, which is a nonlinear PDE on the space of probability measures. This PDE is notoriously difficult to solve, at least in a classical sense, except in cases presenting a form of convexity or monotonicity in the argument of the measure. I will then present two problems outside the convex/monotonic framework: (i) non-convex mean-field control problems and their particle approximation, (ii) mean-field games subject to certain non-standard forms of common noise. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminar Bianchi postponed, Camia confirmed
by Michele Salvi 09 Apr '24

09 Apr '24

Dear all, The seminar of Alessandra Bianchi tomorrow at Tor Vergata has been postponed to future date. The seminar of Federico Camia “Towards a logarithmic conformal field theory of 2D critical percolation” (see the abstract here: https://www.mat.uniroma2.it/~rds/events.php) is confirmed at 14h30 in Aula Dal Passo or in streaming at the link here below. Best, Michele https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…

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6 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 13, 2024, 1 PM (CEST)
by Susi Ceron 09 Apr '24

09 Apr '24

Six PhD scholarships funded by the University of Padova and Ministry of University and Research are available at University of Padova for candidates interested in the area of *Statistical Sciences (start of activities: November 1st, 2024)*. *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2024). Admission is decided on the basis of qualifications and an interview. *Grant awarded* The annual grant will be of euros *16,243.00* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 13, 2024 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please note that the curriculum has to be written by filling the template *CV_XL *available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call. * For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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Final Call for Contributions to COPA 2024 Conference @ Polimi
by Simone Vantini 09 Apr '24

09 Apr '24

Dear All, The submission deadline for the COPA 2024 conference that will take place at the Politecnico di Milano, on September 9-11, 2024, is just one week away! We remind you that all contributions must be submitted by April 15, 2024. Please visit the conference website at https://copa-conference.com/ <https://copa-conference.com/> for more details on the event. To submit your paper, please go to the Call for Papers page at https://easychair.org/cfp/copa2024 <https://easychair.org/cfp/copa2024> We look forward to your valuable contribution to the conference. Registration will be opened soon. Best regards, Prof. Simone Vantini Associate Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Department of Mathematics Politecnico di Milano simone.vantini(a)polimi.it <mailto:simone.vantini@polimi.it> Dr. Matteo Fontana Lecturer in Data Science Department of Computer Science School of Engineering, Physical and Mathematical Sciences Royal Holloway, University of London matteo.fontana(a)rhul.ac.uk <mailto:matteo.fontana@rhul.ac.uk>

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PhD Call
by Irene Crimaldi 09 Apr '24

09 Apr '24

Cari tutti, trovate la call per il corso di dottorato "Economics Analytics and Decision Science" della Scuola IMT a questo indirizzo: https://inomics.com/program/8-fully-funded-phd-positions-economics-analytic… *DEADLINE 21 GIUGNO* Cordiali saluti, Irene Crimaldi

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Bernoulli Society New Researcher Award 2025
by Chiara AMORINO 08 Apr '24

08 Apr '24

Dear Colleagues, I forward the call of the Bernoulli Society for the New Researcher Award 2025 (see below). Please spread it to anyone you think might be interested! Cheers, Chiara ----------------------------------- The Bernoulli Society welcomes applications to the New Researcher Award 2025. Each awardee shall deliver a talk at a special invited session during the 65th ISI World Statistics Congress to be held in The Hague from October 5-10, 2025, and will receive a funding up to 1000 EUR to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Mathematical Statistics who obtained the PhD degree on or after June 15th, 2019, and who are regular members of the Bernoulli Society. An extension may be given to those having had disruptions after receiving the PhD, such as parenthood. Diversity among the awardees is one of the Society’s goals, and therefore women and members of under-represented groups are particularly encouraged to apply. Candidates should apply through the web form https://forms.gle/Z1pn78hj6i7X3THX8 and send the required documents to the e-mail address indicated in the form. Deadline: June 15th, 2024

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