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Promemoria workshop UMI PRISMA
by Alessandra MEOLI 20 Apr '26

20 Apr '26

Cari e care colleghi/e, desideriamo segnalarvi nuovamente il workshop “Problematiche ed iniziative sull’insegnamento della probabilità e della statistica nelle scuole secondarie”, promosso dalla Commissione Insegnamento del Gruppo UMI PRISMA. L’evento si terrà il 23 e 24 aprile 2026, in modalità mista, presso l’Università di Salerno (Campus di Fisciano) e online. La partecipazione è libera, ma è necessaria l’iscrizione. Il sito dedicato all'evento è disponibile al seguente link: https://sites.google.com/view/prisma-did-probstat/home-page Vi aspettiamo numerosi! Un cordiale saluto, Il Comitato Organizzatore: Luigi Amedeo Bianchi Paolo Dai Pra Patrizia Di Gironimo Michele Gianfelice Barbara Martinucci Alessandra Meoli Daniela Morale Franco Pellerey Serena Spina Barbara Trivellato

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Next Webinar PRISMA - May 4, 2026 - Speakers: D. Addona & F. Masiero
by Maurizia Rossi 20 Apr '26

20 Apr '26

Webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for Monday, May 4, 2026. The speakers will be *Davide Addona* (Università di Parma) and *Federica Masiero* (Università di Milano-Bicocca), who will speak on: *Pathwise uniqueness, strong existence and regularization by noise effect* according to the following schedule 16:00 1st seminar 16:30 Break and discussions 16:45 2nd seminar 17:15 Conclusions and discussions The *abstract* can be found in the attached pdf. The seminars will be streamed on *Webex* at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m423bf01b9ce7c78a1f112b95be8d… Meeting code: 2743 448 9103 Meeting password: 3ruJdwDV3Z7 We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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9 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 20, 2026 - 13:00 (CEST)
by Susi Ceron 17 Apr '26

17 Apr '26

Nine 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, 2026)*. *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 2026). Admission is decided on the basis of qualifications and an interview. *Grant awarded* The annual grant will be of euros *18,643.00* (gross amount). This corresponds to the basic scholarship of €16,243.00 (gross amount), plus €2,400 funded from the Department’s and the University’s budgets. This results in a net monthly amount of €1,372.18, compared with the basic amount of €1,195.53. The grant will be awarded for a period of three years and will be conditional upon the achievement of satisfactory results, which will be assessed on an annual basis. *How to apply* The call is published (*deadline May 20, 2026 - 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_XLII* 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 -- Dott.ssa Susi Ceron Dipartimento di Scienze Statistiche Universita' degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274167 fax +39 049 8271524 www.stat.unipd.it

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Seminars in Statistics at Collegio Carlo Alberto - Randolf ALTMEYER (IMPERIAL COLLEGE LONDON)
by Matteo Giordano 17 Apr '26

17 Apr '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 24/04/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Randolf ALTMEYER (IMPERIAL COLLEGE LONDON) Title: PARAMETER ESTIMATION FOR MATÉRN RANDOM FIELDS FROM LOCAL MEASUREMENTS Abstract: Gaussian random fields with Matérn covariance structure are fundamental models in spatial statistics and widely used in applications. Given discrete observations on a regular grid, we study the parametric estimation of key parameters governing variance, range, and smoothness. Our approach is based on the representation of the random field as the solution to an elliptic stochastic partial differential equation (SPDE), which provides a structural framework for inference. A key insight from this representation is that the model parameters exhibit distinct local scaling behavior, reflecting the local structure of the underlying differential operator. Building on this idea, we construct spatially localized linear combinations of the data, referred to as local measurements, which approximate localized features of the field. By analyzing how these quantities scale across resolutions, we develop a novel class of estimators based on localized quadratic functionals. This can be viewed as a multi-dimensional extension of quadratic variation techniques from time series analysis. By carefully designing test functions with prescribed moment cancellation properties, we obtain explicit estimators for the variance, range, and smoothness parameters. We establish asymptotic normality under infill asymptotics and derive explicit expressions for the estimator variances using Gaussian moment identities. The resulting methods are computationally efficient, with linear complexity in the number of observations. Numerical experiments demonstrate that the proposed estimators are competitive with existing approaches while offering substantial computational advantages. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 17 Apr '26

17 Apr '26

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

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Bando RTT STAT-04/A Università di Genova - Dipartimento di Economia
by Matteo Brachetta 17 Apr '26

17 Apr '26

Care Colleghe, Cari Colleghi, è aperta una procedura di selezione per l’assunzione di 1 Ricercatore a tempo determinato in tenure track (RTT) presso il Dipartimento di Economia dell'Università di Genova. Settore scientifico disciplinare (SSD): STAT-04/A - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Scadenza per la presentazione delle domande: 7 Maggio 2026, ore 12:00. Il bando è disponibile a questo link: https://concorsi.unige.it/home/procedure/5373 Cordiali saluti, %---------- ENGLISH VERSION ----------% Dear Colleagues, We are pleased to announce a call for applications for one tenure-track Assistant Professor (RTT) position at the Department of Economics, University of Genoa. Research Field (SSD): STAT-04/A – Mathematical methods for economics, actuarial, and financial sciences. Application Deadline: May 7, 2026, at 12:00 PM (CET). The full announcement is available at the following link: https://concorsi.unige.it/home/procedure/5373 Best regards, Matteo Brachetta Associate Professor Department of Economics - University of Genoa

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Invitation to Join the IAVCEI Commission on Statistics in Volcanology (COSIV)
by Andrea Bevilacqua 16 Apr '26

16 Apr '26

Dear Colleagues, The IAVCEI Commission on Statistics in Volcanology (COSIV) is actively looking to welcome new members, especially Early Career Researchers (ECRs), to join our international group. *Who We Are & What We Do* Established in 2007, our commission focuses on fostering the statistical analysis of volcanological data. We pride ourselves on our highly multidisciplinary nature, constantly working to bridge the gap between Earth Sciences, Mathematics, Statistics, and Engineering. The COSIV was recently presented in the IAVCEI Newsletter n.1 2026: https://www.iavceivolcano.org/newsletter-1-2026/. *Upcoming Initiatives* By joining COSIV, you will have the opportunity to engage with our network and participate in our upcoming events, which currently include: - A proposed collaborative scientific session at the upcoming IUGG 2027 in Incheon, South Korea, titled "Probability Analysis of Volcanic Hazards and Implications for Risk Assessment". - A newly planned COSIV scientific workshop currently in the early stages of organization, which is slated to be based in Italy. *How to Join* We welcome all interested IAVCEI members to get involved. To become an active member, please fill out our quick subscription form: https://forms.gle/zw3BxyJSuV8w5NPS7. For more information about the COSIV, please visit our website: https://cosiv.iavceivolcano.org/. We look forward to bringing fresh perspectives into the commission! Best regards, The COSIV Leadership Board Andrea Bevilacqua (INGV, Italy) Vanesa Burgos (IGN, Spain) Susanna Jenkins (EOS, Singapore) Stuart Mead (GNS, New Zealand) Alessandro Tadini (INGV, Italy)

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A Spring Day in Probability and Statistical Physics - Florence, 8 May 2026
by Elia Bisi 16 Apr '26

16 Apr '26

Dear colleagues, We are happy to announce the 17th event in the series “Days in Probability and Statistical Physics”: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS 8 May 2026 University of Florence, Department of Mathematics and Computer Science, Viale Morgagni 67/a, Florence Speakers: Perla Sousi (University of Cambridge) will speak on: The cutoff phenomenon for random walks Laurent Miclo (Toulouse School of Economics) will speak on: On set-valued intertwining duality for Markov processes Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. Registration is free but mandatory for organization purposes. Please fill out this form by 3 May at the latest. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi *************** More information, including abstracts, can be found at this link. The poster of the event can be viewed here. PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Perla Sousi 11:45-12:15 Break 12:15-13:00 Seminar talk: Perla Sousi 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Laurent Miclo 15:15-15:45 Break 15:45-16:30 Seminar talk: Laurent Miclo ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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CALL FOR EXPRESSIONS OF INTEREST – RTT in STAT-04 @Tor Vergata
by Katia Colaneri 16 Apr '26

16 Apr '26

*Italian at the bottom. * *CALL FOR EXPRESSIONS OF INTEREST – TENURE-TRACK ASSISTANT PROFESSOR (RTT)* *Department of Economics and Finance* *University of Rome “Tor Vergata”* The Department of Economics and Finance at the University of Rome “Tor Vergata” invites expressions of interest for a *Tenure-Track Assistant Professor (RTT)* position in the area of *Mathematical Methods for Economics and Actuarial and Financial Sciences (STAT-04)*. *Position profile* We are seeking candidates with strong research potential in quantitative methods applied to economics, finance, and actuarial science. The successful candidate is expected to contribute to the Department’s research environment and teaching activities, as well as to engage with the broader academic community. *Key responsibilities* - Conduct high-quality research leading to publications in internationally recognised peer-reviewed journals; - Teach undergraduate and graduate courses (in Italian and/or English) in areas related to the STAT-04 field; - Supervise undergraduate and master’s theses; - Participate actively in departmental life and academic service; - Contribute to the development of research projects and external funding applications. *Qualifications* - PhD in Economics, Mathematics, Statistics, Finance, or a closely related field (completed); - A research agenda consistent with the STAT-04 area, with demonstrated potential for publication; - Evidence of teaching ability is desirable; - Ability to work in an international and interdisciplinary environment; - Proficiency in English. *Contract and career development* The position is a tenure-track appointment (RTT) under the Italian academic system, with the possibility of transition to a permanent position subject to the conditions, procedures, and evaluations established by the applicable legislation. *Application procedure* Interested candidates are invited to submit a detailed CV including a list of publications. Applications should be sent by *April 24* to: recruiting.def(a)gmail.com *Additional information* This call is intended to identify potential candidates and does not constitute a formal job opening. A formal recruitment procedure may follow in accordance with Italian regulations. --------------------------------------- *CALL FOR INTEREST – POSIZIONE RTT (RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK)* *Dipartimento di Economia e Finanza* *Università degli Studi di Roma “Tor Vergata”* Il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma “Tor Vergata” invita manifestazioni di interesse per una posizione di *Ricercatore a Tempo Determinato in Tenure Track (RTT)* nell’ambito del settore scientifico-disciplinare *STAT-04 – Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie*. *Profilo della posizione* Il/la candidato/a ideale svolgerà attività di ricerca e didattica nelle aree proprie del settore STAT-04, con particolare riferimento a metodi quantitativi avanzati applicati all’economia, alla finanza e alle scienze attuariali. Sarà incoraggiata la partecipazione a progetti di ricerca nazionali e internazionali, nonché la collaborazione con altri gruppi di ricerca del Dipartimento e dell’Ateneo. *Attività previste* - Svolgimento di attività di ricerca scientifica di elevato livello, con produzione di pubblicazioni su riviste internazionali peer-reviewed; - Attività didattica in corsi di laurea, laurea magistrale e dottorato, in lingua italiana e inglese; - Supervisione di tesi di laurea e laurea magistrale; - Partecipazione alla vita accademica del Dipartimento e alle attività istituzionali; - Contributo allo sviluppo di progetti di ricerca competitivi e alla terza missione. *Requisiti * - Dottorato di ricerca economia, matematica, statistica, finanza o discipline affini; - Solida produzione scientifica coerente con il settore STAT-04; - Esperienza di insegnamento a livello universitario; - Capacità di lavorare in contesti interdisciplinari e internazionali; - Ottima conoscenza della lingua inglese. *Tipologia contrattuale* La posizione è inquadrata come RTT ai sensi della normativa vigente, con prospettiva di progressione verso una posizione permanente subordinato alle condizioni, procedure e valutazioni previste dalla legislazione applicabile. *Modalità di candidatura* Gli/le interessati/e sono invitati/e a inviare un CV aggiornato comprensivo dell'elenco delle pubblicazioni. Le candidature dovranno essere inviate entro il *24 aprile* al seguente indirizzo email: recruiting.def(a)gmail.com *Note* La presente call ha natura esplorativa e non costituisce un bando ufficiale di concorso. Potrà seguire l’attivazione di una procedura selettiva formale in conformità alla normativa vigente.

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2 incarichi post-doc Dipartimento di Scienze Statistiche dell’Università di Padova
by Livia Mian 16 Apr '26

16 Apr '26

Gentilissime/i, segnaliamo l’apertura di 2 posizioni di *incarichi post-doc di durata 24 mesi presso il Dipartimento di Scienze Statistiche dell’Università di Padova. * L'attività di ricerca del candidato, nell'ambito della statistica metodologica e/o applicata, della statistica economica, della statistica sociale e della demografia, sarà definita a partire da una linea di ricerca sviluppata dal candidato sulla base del proprio background scientifico considerando gli obiettivi e le tematiche di ricerca di interesse del Dipartimento. Tutti i dettagli sulle posizioni e procedura di selezione sono disponibili a questo link: https://www.stat.unipd.it/news/termine/102 *Scadenza: 28 aprile 2026, ore 13:00* Il Dipartimento di Scienze Statistiche, Università di Padova **** Dear all, we are pleased to inform you that the Department of Statistical Sciences at the University of Padova has opened *2 vacancies for postdocs for 24-month duration.* The candidate's research activity, in the field of methodological and/or applied statistics, economic statistics, social statistics, and demography, will be defined starting from a research line developed by the candidate based on their own scientific background, considering the objectives and research themes of interest to the Department. All the details about the position and selection process are available at this link: https://www.stat.unipd.it/news/termine/102 *Deadline: April 28 2026, 1 PM CEST* Department of Statistical Sciences, University of Padova -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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QFinLab Seminar - Neofytos Rodosthenous (University College London) - 21/4/2026, 15:30 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 15 Apr '26

15 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 21 April 2026, 15.30-16.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise expected discounted profits under stochastic capital dynamics driven by idiosyncratic shocks, facing a trade-off between investment-driven growth and increased emissions. We characterise the unique mean-field equilibrium as the solution to a coupled system of forward-backward ordinary differential equations. This framework also enables the analysis of optimal regulatory instruments — such as carbon emission taxes and brown production phase-out timelines — in line with long-term climate goals. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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FRIT2026 Workshop – Announcement and Call for Participation
by Alessandro Doldi 14 Apr '26

14 Apr '26

Dear colleagues, we are pleased to announce the workshop Frontiers in Risk and Investment Theory (FRIT 2026), which will take place at Hotel La Palma, Stresa (Lake Maggiore, Italy), on September 20–22, 2026. The aim of the workshop is to bring together researchers in several areas of Mathematical Finance to present and discuss recent developments in the field. The conference will be held in person. The program will feature invited lectures by: Beatrice Acciaio, Francesca Biagini, Jean-Pierre Fouque, Massimo Marinacci, Thilo Meyer-Brandis, Jan Obłój, Wolfgang Runggaldier, Walter Schachermayer, Martin Schweizer, Nizar Touzi. The conference will also be a special occasion to celebrate the 65th birthday of Marco Frittelli. A small number of slots are available for contributed talks. Participants interested in giving a short presentation are kindly invited to contact us at conferencefrit26(a)gmail.com<mailto:conferencefrit26@gmail.com>, including a proposed title and a brief abstract. Participation is free of charge, but registration is mandatory. The deadline for registration is June 30, 2026. Please note that the number of participants is limited. Further information is available at: https://sites.google.com/view/<https://sites.google.com/view/frit2026><https://sites.google.com/view/frit2026>frit2026<https://sites.google.com/view/frit2026> We would be grateful if you could circulate this announcement among colleagues who may be interested. We look forward to welcoming you to Stresa. Best regards, The Organizing Committee

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Procedura selettiva 2026RTT02 - Università di Padova
by Alessandra Fabbri Colabich 14 Apr '26

14 Apr '26

Si informa che è stato pubblicato il bando *2026RTT02 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 5 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022. In particolare, presso il Dipartimento di Scienze Statistiche: - uno nel *GSD 13/STAT-01*, SSD STAT-01/A STAT-01/B (Allegato 2) Info al link: https://www.unipd.it/procedura-2026RTT02 *Scadenza: 11.05.2026 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- *dott.ssa Alessandra Fabbri Colabich* Dipartimento di Scienze Statistiche Università degli Studi di Padova Complesso di Santa Caterina - Via Cesare Battisti 241 - 35121 Padova T +390498274195 unipd.it ---------------------------------------------------------- *RISPETTA L'AMBIENTE. STAMPA SOLO SE NECESSARIO*

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Tutorial on group-theoretic methods for Markov-chain mixing times
by Enrico Scalas 14 Apr '26

14 Apr '26

Dear Colleagues, On Wednesday 15 April 2026, in Room A6, via Ariosto 25, Rome, from 16:45 to 18:15, Lorenzo Facciaroni will present a seminar on: Introduction to group-theoretic methods for Markov-chain mixing times: The example of the random walk on the hypercube. The seminar is part of the course Stochastic Processes for Data Science, but external attendance is welcome. Due to limited seat numbers, if you are interested in joining, just send a message to: enrico.scalas(a)uniuroma1.it Best regards, Enrico Scalas

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Call for expressions of interest: PhD positions in Verona
by Athena Picarelli 13 Apr '26

13 Apr '26

Dear all, We are looking for PhD students for the track *"Mathematics and Data Analytics for Finance" *of our* PhD program in "Economics and Finance"*. This is a 4-year PhD program. The objective of the "Mathematics and Data Analytics for Finance" track is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Lorenzo Frattarolo, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Catia Scricciolo, Sara Svaluto-Ferro under the supervision of Athena Picarelli (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. To express your interest, please send your CV to *athena [dot] picarelli [at] univr [dot] it* The call will officially open by the first week of May. You can find further information on the group of researchers in *Financial and Insurance Mathematics and Econometrics* of the University of Verona at the following link: https://linux2.dse.univr.it/quantlab/index.html Best wishes, Athena Picarelli -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Funded PhD Opportunity in Decentralized Finance at Dublin City University
by Paolo Guasoni 13 Apr '26

13 Apr '26

Expressions of interest are invited for a funded PhD position in Decentralized Finance at Dublin City University, beginning on 1 October 2026. The position offers a stipend of EUR 25,000 per year. Candidates should have strong training in mathematics, familiarity with programming, and a strong interest in decentralized finance. Interested candidates should send a CV, transcripts (undergraduate and above), and the names and email addresses of their referees to paolo.guasoni(a)dcu.ie by 30 April 2026. Successful candidates will be invited to an online interview by 15 May 2026. Best regards, Paolo Guasoni -- Séanadh Ríomhphoist / Email Disclaimer Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Tá cosc iomlán ar scaipeadh, dháileadh nó chóipeáil neamhúdaraithe ar an teachtaireacht seo agus ar aon cheangaltán atá ag dul leis. Má tá an ríomhphost seo faighte agat trí dhearmad cuir sin in iúl le do thoil don seoltóir agus scrios an teachtaireacht. D’fhéadfadh sé gurb iad tuairimí an údair agus sin amháin atá in aon tuairimí nó dearcthaí atá curtha i láthair sa ríomhphost seo agus níor chóir glacadh leo mar thuairimí nó dhearcthaí Ollscoil Chathair Bhaile Átha Cliath. Ní ghlactar leis go bhfuil cumarsáid ríomhphoist den sórt seo saor ó víreas, in am, slán, nó saor ó earráid agus ní ghlacann Ollscoil Chathair Bhaile Átha Cliath le dliteanas in aon chás den sórt sin ná as aon iarmhairt a d’eascródh astu. This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Any unauthorised dissemination, distribution or copying of this message and any attachments is strictly prohibited. If you have received this e-mail in error, please notify the sender and delete the message. Any views or opinions presented in this e-mail may solely be the views of the author and cannot be relied upon as being those of Dublin City University. E-mail communications such as this cannot be guaranteed to be virus-free, timely, secure or error-free and Dublin City University does not accept liability for any such matters or their consequences. -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminar Keles at Tor Vergata, April 20
by Michele Salvi 13 Apr '26

13 Apr '26

Dear all, On Monday, April 20th, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Ahmet Keles (New York University), with the seminar “Fisher-Hartwig asymptotics for non-Hermitian random matrices” Abstract: In this talk, I will present the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. A key focus of the talk will be the surgery method we developed to handle these singularities and establish global asymptotics. I will also discuss applications of this result, including the convergence of the characteristic polynomial of random normal matrices to Gaussian Multiplicative Chaos measure. Based on joint work with Paul Bourgade, Guillaume Dubach, and Lisa Hartung. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar: Keles | Join meeting in Teams | Microsoft Teams <https://teams.microsoft.com/meet/350026120586403?p=39yQDfTb2SlgxQXC1W> The seminar is part of the Excellence Project MatMod@TOV.

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Sylvia Fruehwirth-Schnatter Seminar at Ca' Foscari University of Venice - 20 April 2026
by Roberto CASARIN 13 Apr '26

13 Apr '26

Dear Colleagues Professor Sylvia Fruehwirth-Schnatter (Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Austria) will give the seminar: Skew Sparse Bayesian Factor Analysis Monday, April 20 at 12:15 CEST, Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice It will be possible also to attend on Zoom here: https://unive.zoom.us/j/83783375271?pwd=va9ph6IbOQmMth9FJMCtelXv7ahUeu.1 All the interested people are warmly invited to attend! Abstract: Factor analysis is a popular method to obtain a sparse representation of the covariance matrix of multivariate observations and to uncover the unobserved driving factors behind observed correlation. A challenge for factor models is to estimate the unknown number of factors and to recover an interpretable factor loading matrix from the data. Research in the area of sparse Bayesian factor analysis successfully addresses these issues within a Bayesian framework through the help of variable selection and shrinkage priors, see Frühwirth-Schnatter, Hosszejni and Lopes, 2025 for a recent review. Most approaches to sparse Bayesian factor analysis, however, rely on the assumption that the idiosyncratic errors are Gaussian. In the present talk, this restrictive assumption is alleviated by assuming that the idiosyncratic error follow Azzalini’s multivariate skew-normal or skew-t distribution. Such a non-Gaussian factor model has a stochastic representation as a Gaussian factor model with an additional factor following a truncated standard normal distribution and the skewness parameters acting a factor loadings. This representation is exploited in the present talk to perform sparse Bayesian inference and learn the number of factors and the sparse loading matrix also for non-Gaussian factor models. Applications to financial time series will serve as an illustration. More information available here: https://www.unive.it/data/agenda/3/109034 -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024>

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[SURE-AI @ STAR Seminars] Wed Apr 22 - Luca Galimberti
by Leonardo Tarquini 13 Apr '26

13 Apr '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Wednesday, April 22nd, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/69338752617>. The speaker is Luca Galimberti (King's College London) with the talk: Title: Deep Learning methods for Limit Order Books: an Infinite-Dimensional Perspective Abstract: Moving from the optimal liquidation problems proposed by Abi Jaber and Neuman (2024), we study operator learning in the context of linear propagator models with transient price impact à la Bouchaud et al. (2004) and Gatheral (2010). Transient price impact persists and decays over time according to some square integrable propagator kernel H. More specifically, we show that the optimal execution strategy u = u(H) depends continuously on H, therefore giving rise to a highly non-linear continuous solution operator S between suitable infinite-dimensional Banach spaces. In view of an appropriate infinite-dimensional Universal Approximation Theorem, this operator S can in turn be approximated via ad hoc neural architectures, offering a quick to evaluate surrogate of the operator S in rapidly varying market conditions. The seminar is in the interest of SURE-AI - Sustainable, Risk-Averse and Ethical AI<https://www.sure-ai.no>. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Next Webinar PRISMA - April 13, 2026 - Speakers: Jodi Dianetti & Giorgio Ferrari
by Luciano Campi 13 Apr '26

13 Apr '26

Webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for Monday, April 13, 2026. The speakers will be Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (University of Bielefeld), who will speak on: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems According to the following schedule 16:00 1st seminar 16:30 Break and discussions 16:45 2nd seminar 17:15 Conclusions and discussions The abstract can be found below. The seminars will be streamed on Teams at the following link: <https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> teams.microsoft.com<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> [X]<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi %%%%%%%%%%%%%%%%%%%%%%%%%%%% SPEAKERS: Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (Bielefeld University) TITLE: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems ABSTRACT: This talk is divided into two parts, both devoted to stochastic control problems with singular controls. In both cases, a connection with optimal stopping plays a key role, although it arises in different ways and from different perspectives. In the first part, we consider optimal stopping problems from a reinforcement learning perspective. We formulate the stopping decision through randomized stopping times, modeled by bounded, nondecreasing, càdlàg control processes, and introduce an entropy regularization that promotes exploration. The resulting problem can be rewritten as a degenerate, finite-fuel singular stochastic control problem. Using dynamic programming, we characterize the optimal exploratory policy, obtain semi-explicit solutions in a real-option setting, analyze the vanishing-entropy limit, and propose a policy-iteration reinforcement learning algorithm with convergence guarantees. In the second part, we turn to mean-field control problems with singular controls over a finite horizon, allowing for general dependence on the distribution of the state. We show that these problems can be linked to a mean-field game with singular controls, and that equilibria of this game yield optimal controls for the original problem. For a mean-field version of the classical monotone follower problem, the associated equilibrium is characterized by exploiting its connection with optimal stopping together with a Kakutani-Fan-Glicksberg fixed-point argument, leading to a complete characterization of the optimal control in terms of a moving free boundary that uniquely solves a nonlinear integral equation. The talk is based on (ongoing) joint works with Andrea Amato, Federico Cannerozzi, and Renyuan Xu. --------------------------------------------------------

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Liuren Wu Seminar - University of Florence, DISEI, April 21
by Federico Maglione 12 Apr '26

12 Apr '26

Dear Colleagues, We are pleased to announce that Prof. Liuren Wu will be visiting the Department of Economics and Management (DISEI) at the University of Florence and will deliver a seminar on Tuesday, April 21st. Speaker: Liuren Wu (Zicklin School of Business, Baruch College, City University of New York) Title: Separate Risk from Optionality Abstract: Investors are averse to risk but love convex payoffs. This paper proposes to use a security’s delta and vega exposures to differentiate the contributions from linear risks and convex payoffs. We construct the delta and vega exposures on the stock and bond of a company through a classic structural model representation, and build a joint stock and bond return factor model linking their return variation to their delta and vega exposure estimates. The delta factor portfolio targeting linear asset return risk generates a significantly positive average excess return. The vega portfolio targeting the optionality exposure generates a significantly negative average excess return. The separation of asset return risk from optionality sheds light on several market observations, including the distress puzzle in the stock and bond markets, the bet-against-beta anomaly, and time-varying stock-bond co-movements. The seminar will be held in person at 2:45 PM at DISEI, Via delle Pandette 9, 50127 Florence, Aula Bracco (1st floor, Building D6). Best Regard, Federico Maglione, PhD Assistant Professor of Mathematical Finance Erasmus+ Delegate ¦ Degree in Sustainable Business for Societal Challenges UNIVERSITY OF FLORENCE Department of Economics and Management Via delle Pandette, 9, 50127 Firenze

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Openings in Math at Wrocław Tech
by Krzysztof Bogdan 11 Apr '26

11 Apr '26

Dear Colleagues! The Faculty of Pure and Applied Mathematics at Wrocław University of Science and Technology is one of Poland's leading centers for mathematical research. We have a few faculty openings for Assistant Professors and Associate Professor with deadlines 3 or 7 May, respectively: https://euraxess.ec.europa.eu/jobs/424923 https://euraxess.ec.europa.eu/jobs/424891 https://euraxess.ec.europa.eu/jobs/424927 https://euraxess.ec.europa.eu/jobs/425905 We also have 12 positions for PhD students (deadline 2 June): https://szd.pwr.edu.pl/en/for-candidates/admission-procedure Please forward to those interested. With best regards, Krzysztof Bogdan

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JOBS | 2 PhDs and 1 postdoc position in statistics/ML, University of Oslo (Norway)
by Valeria Vitelli 10 Apr '26

10 Apr '26

Dear all, three fully funded positions in (bio)statistics/ML are available at the Oslo Centre for Biostatistics and Epidemiology <https://www.med.uio.no/imb/english/research/centres/ocbe/>, University of Oslo (UiO), Norway. See the details below. I would be very grateful if you could share the vacancies with talented candidates who might be interested in the positions. All the best, Valeria ---------------------------------------------------------------------------------------------------------------- *PhD positions: *We are looking for two motivated PhD candidates to work at the intersection of machine learning, probabilistic modelling, and genetics. - Project 1: The goal is to develop a new class of methods for analysing tensors with complex latent dependencies, using machine learning models combined with efficient Bayesian inference (e.g., variational approximation) - Project 2: The goal is to develop a new class of generative models for discrete sequence data, combining diffusion models and coalescent theory The *3-years postdoc position *is linked to a project recently funded by the Research Council of Norway concerning Bayesian models for unsupervised learning when multiple data sources are available, mostly tailored to the case of probabilistic recommender systems. *Salary & quality of life:* Norway offers competitive PhD / postdoc salaries, typically around 2,500-3000€ net per month, with a cost of living comparable to large European cities (Paris, London). Healthcare is free and Oslo is wonderful (ski slopes accessible by metro). All three positions will be connected to Integreat, the Norwegian Centre for Knowledge-driven ML <https://www.integreat.no/>, already gathering around 25 PhD students and a lively and stimulating environment for an early-career researcher; the hired candidates will also be involved in the broader activities of my larger research group on Statistical models for high-dimensional and functional data <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> . *More info and how to apply* 👉 PhD position 1 (deadline *April 19th*): https://www.jobbnorge.no/en/available-jobs/job/297729/phd-position-in-stati… PhD position 2 (deadline *end of April*): link to apply shall be posted on Monday here <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> Postdoc position (deadline *April 19th*): https://www.jobbnorge.no/en/available-jobs/job/297730/postdoc-position-in-s… Contact persons / supervisors: William Denault (williade(a)uio.no) Valeria Vitelli ( valeria.vitelli(a)medisin.uio.no) -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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Call for application PhD in Economics Ca' Foscari University a.y. 2026-27 - spread the news!
by Antonella Basso 10 Apr '26

10 Apr '26

Dear colleague, 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 <https://www.unive.it/web/en/2161/annual-call> [ENGLISH] We offer 5 positions with fully funded scholarships for 4 years starting from September 2026 and a position for a self-funded foreign candidate. The amount of a scholarship is about 20.000 euros gross/year. From the first year, PhD students can count on 1624,30 euros/year for conference participation or summer/winter schools. *Deadline to apply: May 6th 2026 at 1:00 PM (Italian time).* The PhD program aims to prepare a selected group of students for an academic career, as well as for positions in research sectors of international organizations, public institutions, private companies, central banks, and financial institutions. The wide range of research interests and the international reputation of Ca’ Foscari’s faculty in economics, econometrics, finance, and quantitative fields, along with the rich program of internationally renowned seminars and workshops organized by the department, provide students with a stimulating environment throughout their PhD studies. Students receive appropriate support, including financial aid, to participate in international conferences and workshops and to compete in the international job market. Perspective candidates can register to a Zoom information session on Wednesday April 15th 2026 at 4:00pm <https://www.unive.it/data/agenda/3/114192> (CEST) and get to know our world-class program, faculty, placement and more. The link is: https://forms.gle/6rUiuKgXdef8LYDA9 For information on the PhD programme in Economics: http://www.unive.it/phd-economics Best regards Antonella Basso ********************************************************************************************** Cara/o Collega, Ti scrivo per segnalare l'apertura del bando per il programma di dottorato in Economics offerto dal Dipartimento di Economia dell'Università Ca’ Foscari. Quest'anno sono disponibili 5 posti con borsa quadriennale (circa 20.000 € annui per l'intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. * Il bando si chiude il 6 maggio 2026 alle 13.00.* Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni nei settori della ricerca di organizzazioni internazionali, istituzioni pubbliche, imprese private, banche centrali e istituzioni finanziarie. L'ampio spettro di interessi di ricerca e la reputazione internazionale del Dipartimento di Economia in area economica, econometrica, finanziaria, e quantitativa, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti ricevono adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Il *15 aprile alle ore 16.00* in Zoom è organizzato un incontro informativo sul dottorato. E' richiesta la registrazione: https://forms.gle/6rUiuKgXdef8LYDA9 <https://forms.gle/6rUiuKgXdef8LYDA9> Il bando è disponibile a questo link: https://www.unive.it/web/it/259/bando-annuale Informazioni dettagliate sul PhD in Economics di Ca’ Foscari: http://www.unive.it/phdeconomics Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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ABS (Applied Bayesian Statistics) school on "Interpretable Bayesian Learning,for Physical and Engineering Sciences" in Como, Italy (July 6-10, 2026)
by ELISA VARINI 10 Apr '26

10 Apr '26

Dear all, We are glad to inform you that ABS26, the next Applied Bayesian Statistics school, running since 2004, will be held in the city of Como (Italy), along the Lake Como shoreline at the beautiful Villa del Grumello, on July 6-10, 2026. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with Fondazione Alessandro Volta. The topic will be Interpretable Bayesian Learning for Physical and Engineering Sciences. The lecturer will be Prof. Simon Mak (Department of Statistical Science, Duke University), a leading expert in integrating domain knowledge (e.g., scientific theories, mechanistic models, guiding principles) as prior information for cost-efficient statistical inference, prediction, and decision-making, with the support of Yen-Chun Liu (Department of Statistical Science, Duke University), a brilliant PhD student of Prof. Mak, specializing in Bayesian optimization, Gaussian processes, and reinforcement learning. If interested, you can register on the school website: https://abs26.imati.cnr.it/ Early registration fees are available until April 30, 2026. As in the past, there will be a combination of theoretical and practical sessions, along with presentations by participants on their work (past, present, and future) related to the school's topic. OUTLINE: This course investigates the rising topic of interpretable statistical learning, motivated by timely needs from modern scientific and engineering applications. For such applications, state-of-the-art machine learning methods often yield analyses that are uninterpretable to scientists, which greatly obfuscates scientific findings and decision-making. Interpretable Bayesian learning provides an elegant and effective solution by embedding scientific principles (e.g., boundary conditions, mechanistic equations) within its prior specification. In this course, we will cover a broad spectrum of interpretable Bayesian learning methods (with theory and algorithms), providing a cohesive roadmap for this recent and rapidly-evolving area of study. This will be complemented by practical case studies from ongoing projects in particle physics, mechanical engineering, and bioengineering. Emphasis will be made on novel directions for research in this promising area. Topics will cover - Fundamentals of Gaussian process (GP) surrogate modeling: prediction, parameter inference, experimental design - Decision-making with GP surrogates: Bayesian optimization, active learning, Bayesian inverse problems - Markov Chain Monte Carlo (MCMC) methods - Boundary-informed GP modeling - Shape-constrained (e.g., monotone, isotonic, convex) GP modeling - Mechanistic GP modeling - Physics-integrated neural networks, its Bayesian variants and recent developments - Dynamical system recovery: SINDy, Bayesian SINDy, and recent developments We hope you will be interested in the school and we would like to meet you in Como. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS26

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 09 Apr '26

09 Apr '26

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

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Rome Joint Seminars on Stochastic Dynamics, Control, and Learning – Second Meeting
by Marta Leocata 09 Apr '26

09 Apr '26

Cari colleghi, siamo felici di annunciare il secondo incontro del ciclo di seminari Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) che si terrà giovedì 16 aprile 2026, dalle 16:00 alle 18:00 presso l’edificio condiviso EIEF–World Bank (EIEF – Einaudi Institute for Economics and Finance), Sala Conferenze, Via degli Abruzzi 10, Roma. Gli speaker di questo incontro saranno: Filippo Santambrogio <https://math.univ-lyon1.fr/~santambrogio/>, Université Claude Bernard - Lyon 1 Topics in the Quantization of Measures Daria Ghilli <https://unipv.unifind.cineca.it/get/person/056525>, University of Pavia Mean Field Games in Infinite Dimensions and Applications to Economics Ulteriori informazioni sono disponibili al seguente link: https://sites.google.com/view/rome-sdcl/home Vi informiamo inoltre che sullo stesso sito è possibile accedere alle slides dei precedenti incontri. La partecipazione ai seminari è gratuita, ma la registrazione (non vincolante) è fortemente consigliata per accelerare l’ingresso nell’edificio condiviso EIEF–World Bank: https://docs.google.com/forms/d/e/1FAIpQLScY_AxL3_DPe8VRdCo_M0HdG77czb8qX0x… Speriamo di vedervi numerosi e vi invitiamo a condividere questo annuncio con chiunque possa essere interessato. A presto, Valeria Bignozzi, Sapienza University of Rome Alessandro Bondi, Luiss University Katia Colaneri, University of Rome Tor Vergata Jodi Dianetti, University of Rome Tor Vergata Marta Leocata, Luiss University

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Reminder: Funding Deadline for StatMech Summer School 2026 - Padova
by Alessandra Bianchi 09 Apr '26

09 Apr '26

Dear colleagues, This is a friendly reminder that the deadline to request financial support for participation in the StatMech Summer School 2026 is approaching. If you wish to attend and have not yet registered and/or applied for funding, please do so now to secure your participation. All information is available here: https://sites.google.com/view/ris-school-26/home We look forward to seeing you in Padova. The organizers, Alessandra Bianchi Alberto Chiarini Giambattista Giacomin Vanessa Jacquier -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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SEMINAR: Gregor Kastner @Luiss - 15 Apr
by Matteo Iacopini 09 Apr '26

09 Apr '26

Dear all, On Wednesday, 15th April, at 12:00 in room A307b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Gregor Kastner (University of Klagenfurt) Title: "Bayesian nonparametric priors for model-based (partial) clustering” Abstract: We discuss variations of prior distributions for finite and potentially infinite mixture models. First, we extend standard Bayesian nonparametric spatial priors to additionally incorporate the temporal dimension, thereby allowing for spatio-temporal clustering. Second, we show how these priors can be modified to cater for partial effects by a priori distinguishing between control and target variables. Third, we propose a novel prior for modelling the weights in mixture models. It is based on the Selberg Dirichlet distribution, an extension of the standard Dirichlet with a repulsive term, and penalises mixture weights that lie close to each other. The approaches are illustrated with applications from various fields: modelling unemployment, quantifying the effect of European agricultural subsidies, and uncovering patterns in biomedical data. Anyone interested in attending is welcome; just email me for logistical purposes. Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Postdoc in Reinforcement Learning for Stochastic Optimization @ VU Amsterdam
by Zocca, A. (Alessandro) 08 Apr '26

08 Apr '26

Dear colleagues, We have an open postdoc position in our group in the Department of Mathematics at Vrije Universiteit Amsterdam, and I'd be grateful if you could share this with anyone who might be a good fit. The position is a two-year postdoc in Reinforcement Learning for Stochastic Optimization, starting September 2026. The role is primarily research-focused (85%), with a small teaching component (15%). We're looking for someone with a PhD in applied mathematics, operations research, or computer science and a strong background in RL. The research will focus on developing new methodologies at the intersection of RL and stochastic optimization, with applications in energy systems, healthcare, and scheduling. Application deadline: 21 April 2026 Full details and the application link are here: https://workingat.vu.nl/vacancies/postdoc-in-reinforcement-learning-for-sto… Please feel free to forward this to potential candidates or post it in your networks. Don't hesitate to reach out if you have any questions. Best, Alessandro ———————————————————————————————————————————— Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Seminario Bignamini - 14 Aprile - Università di Milano-Bicocca
by Federica Masiero 07 Apr '26

07 Apr '26

Buongiorno segnalo il seguente seminario *Martedì 14 Aprile alle ore 11 * in *aula U3/5* (Edificio U3 • BIOS • Università degli Studi di Milano-Bicocca <https://www.google.com/maps/place/Edificio+U3+%E2%80%A2+BIOS+%E2%80%A2+Univ…>), Piazza della Scienza 2, Milano *Speaker*: Davide Augusto Bignamini (Università degli studi dell'Insubria.) *Titolo: *Pathwise uniqueness for stochastic PDEs with singular locally Hölder-continuous drift *Abstract: *This talk is based on the paper [1]. The main focus is pathwise uniqueness for mild solutions to stochastic PDEs with a Hölder-continuous perturbation in the drift, given in differential form. The singularity of the drift perturbation allows to achieve novel pathwise uniqueness results for several classes of examples, ranging from fluid-dynamics to phase-separation models, previously studied only in the context of weak uniqueness, see [2,3]. References: [1]D. Addona, D. A. Bignamini, C. Orrieri, L. Scarpa, Pathwise uniqueness by noise for singular stochastic PDEs, e-print arXiv:2512.17736, 2025. [2] F. Bertacco, C. Orrieri, L. Scarpa, Weak uniqueness by noise for singular stochastic PDES, Transactions of the American Mathematical Society 378, 7977-8023 (2025). [3]E. Priola, An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs, Annals of Probability 49, 1310–1346 (2021). -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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Seminars in Statistics at Collegio Carlo Alberto - Pierre LATOUCHE (Université Clermont Auvergne)
by Matteo Giordano 04 Apr '26

04 Apr '26

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 10/04/2026, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Pierre LATOUCHE (Université Clermont Auvergne) Title: Importance weighted variational graph autoencoders for inference in deep latent position block models Abstract: In this presentation, I will first show how latent position models can be made compatible with block models for network analysis through the use of deep generative models. I will focus on the binary edge case and introduce a new random graph model along with a variational graph auto encoding strategy for inference. I will discuss the identifiability of the model and explain how model selection can be performed. I will then move to the sparse discrete edge case in the same deep, block compatible, modelling framework. I will show how importance weighted variational inference can strongly improve the inference procedure over the classical variational auto encoding strategy. I will give the importance weights used for sampling and show that, in the limit, the lower bound obtained converges to the integrated log likelihood of the data. Through this presentation, I will emphasise the need to rely on flexible random graph models to obtain relevant loss functions. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare un’email a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Berlin Summer School in Applied Stochastic Analysis (28 - 31 July 2026)
by Fabio Bugini 03 Apr '26

03 Apr '26

Care colleghe e cari colleghi, We are pleased to announce the upcoming Berlin Summer School in Applied Stochastic Analysis, which will take place from 28 to 31 July 2026 at the TU Berlin campus. The summer school is aimed at PhD students and early-career researchers working in probability theory. The programme features two mini-courses: “Neural Jump ODEs and Generative Modelling” by Josef Teichmann (ETH Zürich), and “An Introduction to Schrödinger Bridges and Sinkhorn Semigroups” by Pierre Del Moral (INRIA Bordeaux). Participation is free of charge, but registration is mandatory via the form https://www.wias-berlin.de/WCMS/registration.jsp?IRTG2026 by 19 April 2026. Participants who would like to give a talk are also encouraged to submit a title and an abstract. Limited financial support is available. To apply, please indicate this in the registration form and send a short CV to IRTG2026(a)wias-berlin.de by 19 April 2026. Further information is available at: https://www.wias-berlin.de/workshops/IRTG2026/ The summer school is jointly organised by the Berlin-Oxford International Research Training Group (IRTG) 2544 "Stochastic Analysis in Interaction", the Collaborative Research Center TRR 388 "Rough Analysis, Stochastic Dynamics & Related Fields", and the Collaborative Research Centre SFB 1294 "Data Assimilation". We would be delighted to welcome you to Berlin this summer! If you have any questions, please contact us at IRTG2026(a)wias-berlin.de. Kind regards, Peter Bank, Jannis Dause, Jakob Kellermann, Martin Nicolaus, Gemma Sedrakjan, Wilhelm Stannat, Roman Wüthrich

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scholarships for master programs in mathematics - Paris
by CRISTINA TONINELLI 03 Apr '26

03 Apr '26

Cari tutti, potreste diffondere il seguente messaggio agli studenti interessati? Grazie e buona Pasqua, Cristina ---------------- The Graduate Program in Mathematics and Applications at PSL University offers scholarships for students wishing to enroll in the PSL Master’s in Mathematics for the academic year 2026–2027. The call is open to students: * either currently in their 4th year of university (in the Italian system, this means they have completed their laurea triennale and are currently in the first year of their laurea magistrale). In this case, they will be enrolled directly in one of our three one-year master 2 programs. Master 2 MATH https://www.ceremade.dauphine.fr/~M2MATH/, which is typically followed by either a PhD or a position the research and development sector of private companies, or Master 2 MASEF https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied… oriented towards economics and finance, or in Master 2 IASD https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied… oriented towards data and artificial intelligence * or currently in their 3rd year of university (in the Italian system, this corresponds to the final year of the laurea triennale). In this case, they will be enrolled in our Master 1 https://dauphine.psl.eu/en/training/masters-degrees/mathematics-and-applied…, and may then proceed to one of our three Master 2 the following year (with the possibility of applying for a second year of funding). The teaching language of all tracks is English. The program is supported by leading mathematics research teams at CEREMADE (Paris Dauphine–PSL), DMA (École Normale Supérieure – PSL), École des Mines Paris–PSL, Paris Observatory–PSL, EHESS, and Collège de France. The scholarships are open to both national and international students. Selection is based on academic excellence. Application timeline: Opening date: February 27, 2026 Closing date: May 25, 2026 More details on financial support and the application process can be found here: https://psl.eu/en/graduate-programs/mathematics-and-applications Please follow the link “Excellence grants for master students 2026–27. --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Prof. Fabrizio Lillo's seminar at University of Milano-Bicocca.
by Giorgio Rizzini 03 Apr '26

03 Apr '26

Dear all, we are pleased to announce the following seminar by Prof. Fabrizio Lillo (Scuola Normale Superiore) on *Tuesday, April 14th, 2026,* starting at 11:00 at the U7 building, room 4057, Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan): *Why is the estimation of market impact of large trades with public market data so challenging?* *Abstract:* Estimating market impact and transaction costs of large trades (metaorders) is a very important topic in finance. However, using models of price and trade based on public market data provides average price trajectories which are qualitatively different from what is observed during real metaorder executions. We claim that this is a generic phenomenon due to the fact that even sophisticated statistical models are unable to correctly describe the origin of the autocorrelation of the order flow. In the talk (i) we propose a modified Transient Impact Model which provides more realistic trajectories by assuming that only a fraction of the metaorder trading triggers market order flow and (ii) we propose to use Bayesian online change-point detection methods to identify order flow regime shifts in real-time and enable online predictions of order flow and market impact. The seminar will be held in a hybrid format (in-person and online). If you would like to attend remotely or require any further information, please write to *giorgio.rizzini(a)unimib.it <giorgio.rizzini(a)unimib.it>* Best regards and happy Easter!

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Bernoulli Society New Researcher Award
by Antonio Lijoi 01 Apr '26

01 Apr '26

The Bernoulli Society New Researcher Award recognizes the work of outstanding young researchers in the fields of Mathematical Statistics and Probability. The awardees of this annual prize shall give a presentation in a special session at one of our major conferences, and will receive a funding towards travel and other expenses. Bernoulli News publishes their pictures and a paragraph about their work. Eligible candidates must be within 5 years from getting the Ph.D. to the year when the assessment occurs. An extension may be given to those having had disruptions after receiving the Ph.D., such as parenthood. This prize is awarded to Bernoulli Society members only. The call for the Bernoulli Society New Researcher Award 2027 in Mathematical Statistics is now open. The Bernoulli Society welcomes applications to the New Researcher Award 2027. Each awardee shall deliver a talk at a special invited session during the Conference on 66th ISI World Statistics Congress to be held in Lusaka, Zambia, July 11-15, 2027, and will receive 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 30th, 2021, 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. For instructions on how to apply, please see https://www.bernoullisociety.org/prizes/267-bernoulli-society-new-researche… Application Deadline: June 30th, 2026

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9 apr 2026 - seminario Prof. D. La Vecchia
by Enea Bongiorno 01 Apr '26

01 Apr '26

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 9 Aprile 2024 ore 14.30 - sala riunioni primo piano, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/isi-ipsn-tpa *Title:* From Monge to Huber through a Schrödinger Bridge: Robust Optimal Transport in Large Dimensions *Prof. Davide La Vecchia*, University of Geneva *Abstract*: Optimal Transport (OT) plays an increasingly important role in modern statistics and machine learning. I will begin the talk with a gentle introduction to the OT problem, first in its classical Monge formulation andthen in the relaxed Kantorovich framework, highlighting their statistical relevance and limitations. I will then present two recent advances that address the sensitivity of classical OT to outliers and heavy-tailed distributions. The first is the Robust Optimal Transport (ROBOT) framework, which leads to the robust Wasserstein Distance , a Huberised version of . I discuss its main properties,concentration inequalities, and consequences for minimum-distance estimation,together with applications in statistics (e.g., location estimation under heavy tails) and in machine learning (e.g., Generative Adversarial Networks). I will illustrate that ROBOT is effective in handling outlying values but is still sensitive to the dimensionality of the data. Thus, in the second part of the talk I introduce E-ROBOT, which integrates ROBOT with entropic regularization through connections to the Schrödinger bridge problem. This yields the robust Sinkhorn divergence , which enjoys dimension-free sample complexity of order, where n denotes the sample size. I briefly illustrate its use in large dimensional tasks in statistics, image analysis, and machine learning (e.g., goodness-of-fit testing, barycenter computation for corrupted shapes, gradient flows, and image colour transfer). Overall, the talk provides a unified perspective on robustness and regularization in OT, together with theoretical guarantees and practical computational tools. The talk is based on: Inference via robust optimal transportation: theory and methods, Y. Ma, H. Liu, D. La Vecchia & M. Lerasle, International Statistical Review, Available online from 26 June 2025, https://doi.org/10.1111/insr.70000 E-ROBOT: a dimension-free method for robust statistics and machine learning via Schrödinger bridge, D. La Vecchia & H.Liu, 2025, https://arxiv.org/pdf/2509.11532 ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1LKDh1zL716hVIJckknL0gxf-N8rYtz6u/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/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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4th Finnish Summer School on Probability and Statistics, 50 years jubilee edition, Lammi, Finland 25-29.5.2026
by Gasbarra, Dario 01 Apr '26

01 Apr '26

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

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Conference in honour of Freddy Delbaen
by Sara 31 Mar '26

31 Mar '26

Dear all, Below you will find the details of the conference in honor of Professor Freddy Delbaen, on the occasion of his 80th birthday. Warm regards, ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of AI, Data and Decision Sciences *LUISS University* Address: Viale Romania, 32 00197 Roma *Web*: https://www.luiss.it/faculty/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/ ---------- Forwarded message --------- Da: Delia Coculescu <delia.coculescu(a)df.uzh.ch> Date: Mar 31 Mar 2026, 21:22 Subject: Conference in honour of Freddy Delbaen To: Sara <sara.biagini(a)gmail.com> Cc: Cheridito Patrick <patrickc(a)ethz.ch>, Damir Filipovic < damir.filipovic(a)epfl.ch> Dear Sara, We organise a conference for Freddy’s 80 birthday, 7-9 September 2026. Information is under [image: imageCarousel.imageformat.lightbox.644279698.jpg] Freddy Delbaen Conference <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> risklab.ethz.ch <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> Feel free to sent the information to people that may be interested to attend. Also, note that we have an open call for contributed talks, with deadline April 23. Best wishes, Delia

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STATISTICAL REFLECTIONS: Half-day Workshop on Statistical Methods - Ca’ Foscari University (Scientific Campus Venezia Mestre)
by Carlo Gaetan 30 Mar '26

30 Mar '26

The STREAM group (https://www.unive.it/pag/16818/) of the Ca’ Foscari University, in collaboration with the Data-Centric Environmental Studies Centre (DESC <https://www.unive.it/web/it/15083/home>), invites you all to STATISTICAL REFLECTIONS Half-day Workshop on Statistical Methods <https://drive.google.com/file/d/1GaAmvj5l4a9qmESfDGz9Q3wuQqgD6_ym/view?usp=…> Venice April 8, 2026 Ca’ Foscari University Scientific Campus Aula Epsilon 2 Via Torino 155 Venezia Mestre Program: -14:00 Miguel de Carvalho (University of Edinburgh): On Extremal Vulnerability in Multivariate Extremes -14:45 Philippe Naveau (Laboratoire des Sciences du Climat et de l’Environnement): A Kullback--Leibler divergence test for multivariate extremes with applications to environmental data -15:45 Simone Padoan (Bocconi University): Optimal weighted pooling for inference about the tail index and extreme quantiles Speaker: Miguel de Carvalho University of Edinburgh), UK https://webhomes.maths.ed.ac.uk/~mdecarv/ <https://warwick.ac.uk/dfirth> On Extremal Vulnerability in Multivariate Extremes In many complex systems, identifying the most vulnerable component is essential for effective prevention, intervention, and risk management. In this talk, I will introduce the notion of extremal vulnerability, defined as the long run tendency of a component to be affected by extreme events occurring in other components. The proposed framework builds on the tail dependence matrix and introduces the Extremal Vulnerability Rank (XVRank) method—a PageRank-inspired algorithm designed to quantify extremal vulnerability. We establish the theoretical properties of the proposed inferences, including consistency and asymptotic normality, and validate their performance through Monte Carlo simulations. The proposed methods are illustrated using financial data to determine assets most exposed to severe market downturns. Speaker: Philippe Naveau Laboratoire des Sciences du Climat et de l’Environnement, France https://www.lsce.ipsl.fr/en/pisp/philippe-naveau/ <https://www.ikosmidis.com/> A Kullback--Leibler divergence test for multivariate extremes with applications to environmental data Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack theoretical justification and statistical guarantees. On the other hand, extreme value theory provides the theoretical foundation for constructing asymptotically justified tests. We combine this theory with Kullback--Leibler divergence, a fundamental concept in information theory and statistics, to propose a test for equality of extremal dependence structures in practically relevant directions. Under suitable assumptions, we derive the limiting distributions of the proposed statistic under null and alternative hypotheses. Importantly, our test is fast to compute and easy to interpret by practitioners, making it attractive in applications. Simulations and various environmental applications will be covered. Speaker: Simone Padoan Bocconi University, Italy https://www.unibocconi.it/en/faculty/simone-padoan <https://www.unibocconi.it/en/faculty/simone-padoan> Optimal weighted pooling for inference about the tail index and extreme quantiles We investigate pooling strategies for tail index and extreme quantile estimation from heavy-tailed data. To fully exploit the information contained in several samples, we present general weighted pooled Hill estimators of the tail index and weighted pooled Weissman estimators of extreme quantiles calculated through a nonstandard geometric averaging scheme. Our results include optimal choices of pooling weights based on asymptotic variance and MSE minimization. In the important application of distributed inference, we show that the variance-optimal distributed estimators are asymptotically equivalent to the benchmark Hill and Weissman estimators based on the unfeasible combination of subsamples, while the AMSE-optimal distributed estimators enjoy a smaller AMSE than the benchmarks in the case of large bias. Simulations confirm the statistical inferential theory of our pooled estimators. An application to real weather data is showcased. Participation is free and open to anybody interested. Best regards Caelo Gaetan -- 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:[https://www.unive.it/data/people/5591383] ID orcid:[https://orcid.org/0000-0002-1361-9959] 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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Workshop announcement: "Spreading dynamics in random environments" at WIAS Berlin: July 06-08 2026
by Benedikt Jahnel 28 Mar '26

28 Mar '26

Dear owner, would you be so kind and allow me to send the following advertisement for a workshop. Thanks and best regards, Benedikt ====================================== Dear colleagues, as a reminder, see the advertisement below for our workshop on „Spreading dynamics in random environments" at WIAS Berlin, in July: https://wias-berlin.de/workshops/SDRE26/ https://wias-berlin.de/workshops/SDRE26/ With best regards, Benedikt ====================================== Dear colleagues, the registration is now open for the workshop „Spreading dynamics in random environments" taking place July 06-08 2026 at WIAS Berlin. Understanding how infections or information propagate through populations, or more generally, through complex networks embedded in space, is a central challenge of the modern world. This workshop brings together both established experts and early-career researchers working on mathematical approaches to information and infection spread in random environments. The program will feature a mini-course by Alexandre Stauffer, complemented by invited research talks from other participants. Speakers: Prof. Alexandre Stauffer, Kings College London (Minicourse) David Coupier (IMT-Université de Lille) Marta Dai Pra (Universität Bielefeld) John Fernley (University of Warwick) Lisa Hartung (Universität Mainz) Johannes Lengler (ETH Zurich) Laurent Ménard (Université Paris Nanterre) Cornelia Pokalyuk (Universität Lübeck) Bruno Schapira (Université Lyon 1) Marie Théret (Université Paris Nanterre) Stefanie Winkelmann (Zuse Institut Berlin) More details and registration can be found at https://wias-berlin.de/workshops/SDRE26/ Registration is free but mandatory. We look forward to seeing you in Berlin, with best regards, Jonas Köppl, Lukas Lüchtrath, and Benedikt Jahnel PS: This workshop is possible thanks to the support of the SPP2265 (through the German DFG), the Berlin Cluster of Excellence Math+, and WIAS Berlin. -- Prof. Dr. Benedikt Jahnel Head of Leibniz Group DYCOMNET Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Anton-Wilhelm-Amo-Str. 39 10117 Berlin, Germany Phone +49 30 20372-445 https://www.wias-berlin.de/people/jahnel/?lang=1 Legal Notice <https://www.wias-berlin.de/about/imprint.jsp> Legal entity: Forschungsverbund Berlin e. V. | Rudower Chaussee 17 | 12489 Berlin, Germany Registered office: Berlin – Registered at the Berlin-Charlottenburg local court – Reg. No.: VR 12174 B | VAT number: DE 136785011 Joint power of attorney: Prof. Dr. Michael Hintermüller (Director of the WIAS) and Martin Böhnke (Managing Director of the FVB)

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Premio SMF per Tesi di Dottorato
by Maurizia Rossi 27 Mar '26

27 Mar '26

Cari tutti, Vi segnalo con piacere una nuova attività del *Seminario Matematico e Fisico di Milano*: sono aperte le candidature per il *Premio Tesi di Dottorato* https://www.smf-milano.it/phd.html Possono partecipare alla selezione coloro che abbiano conseguito il titolo di Dottore di Ricerca in *Matematica*, o titolo riconosciuto equipollente, presso un’Università o istituzione scientifica *italiana* nei *18 mesi *precedenti la data di scadenza del bando (*31 maggio 2026*). Vi chiederei la cortesia di pubblicizzare il bando tra i vostri contatti e all'interno delle vostre Scuole di Dottorato. Cordiali saluti, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario di Enrico Scalas
by Lorenzo Facciaroni 26 Mar '26

26 Mar '26

Buonasera, Vi segnalo il seguente seminario (https://www.dss.uniroma1.it/it/node/8750) di domani 27 Marzo del prof. Enrico Scalas, che si terrà presso il Dipartimento di Scienze Statistiche (Sapienza Università di Roma, edificio CU002) in aula V, alle ore 12:00: *The Ehrenfest-Brillouin Model and its Applications* The Ehrenfest-Brillouin Model (EBM) is a framework for understanding complex systems. We begin by establishing a hierarchy of state descriptions, moving from individual descriptions to statistical descriptions before arriving at "frequencies of frequencies." This structural approach facilitates a rigorous definition of the EBM as a random dynamic process whose state space coincides with these world descriptions. The EBM is an irreducible and aperiodic Markov chain, ensuring the convergence to a unique stationary distribution regardless of the initial state. The EBM dynamics incorporates interaction parameters that allow the system to recover Maxwell-Boltzmann, Bose-Einstein, or Fermi- Dirac statistics depending on the degree of dependency between agents. The model’s stochastic rules naturally yield emergent phenomena such as power laws. Finally, we discuss the broad applicability of the EBM in physics and the social sciences, for example in modeling wealth distribution. The EBM provides a unifying bridge between the combinatorial foundations of statistical mechanics and socio-economic theory. Di seguito link per il collegamento online https://uniroma1.zoom.us/j/83625004899?pwd=bXCtz0 mp759PUh2lkqT0BUoVa0Uegg.1 Passcode: 123456 Buona serata, Lorenzo Facciaroni -- *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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Reminder: spring school "Mathematical Aspects of Plasma Physics and Turbulence", May 4-8, 2026, Pisa
by Theresa Lange 26 Mar '26

26 Mar '26

Dear colleagues, With this I would like to remind you of the below event. Despite the previous announcement, there is still funding available for participants. Feel free to contact the organisers for further information. Kind regards Theresa Lange ——— Dr. Theresa Lange Research Group Leader (DFG Emmy-Noether-programme) Max Planck Institute for Mathematics in the Sciences Inselstr. 22 04103 Leipzig Germany theresalange(a)mis.mpg.de <mailto:theresalange@mis.mpg.de> >> Von: Theresa LANGE <theresa.lange(a)sns.it <mailto:theresa.lange@sns.it>> >> Betreff: Announcement of spring school "Mathematical Aspects of Plasma Physics and Turbulence", May 4-8, 2026, Pisa >> Datum: 9. Februar 2026 um 11:22:59 MEZ >> An: random(a)lists.dm.unipi.it <mailto:random@lists.dm.unipi.it> >> >> Dear colleagues, >> >> with this we would like to draw your attention to the following event: >> >> From May 4th-8th, 2026, we are organising the spring school “Mathematical Aspects of Plasma Physics and Turbulence”, to be held at Scuola Normale Superiore di Pisa. It will comprise three lecture series on mathematical models and techniques arising in plasma physics, and aims to bring together mathematicians and physicists with complementary expertise in these areas. >> >> The event shall be targeted at researchers in particular at early-career level, working in the fields of kinetic equations, scaling limits, diffusion processes, and pattern formation in partial differential equations. They will be able to share their work via presentation of a talk or a poster. Limited funding is available for accommodation. >> >> We would kindly like to ask you to forward this information to interested students and colleagues. Further information on the event can be found on the webpage https://indico.sns.it/event/139/. >> >> Registration is open until March 10th for those requiring funding, and latest until April 26th, under https://indico.sns.it/event/139/registrations/83/. >> >> Best wishes >> >> Franco Flandoli, Ciro Campolina, Federico Butori, Theresa Lange, Yassine Tahraoui >> >> — >> >> Dr. Theresa Lange >> Postdoctoral Researcher >> >> Group Prof. Franco Flandoli >> Scuola Normale Superiore >> Piazza dei Cavalieri 7 >> 56126 Pisa >> Italy

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Next POPS talk today by Andreas Klippel: Dimers, double dimers, and spatial permutations with long-range interactions
by Jonas Köppl 25 Mar '26

25 Mar '26

Dear colleagues, We are excited to announce that our speaker today will be Andreas Klippel, who will be speaking about dimers, double dimers, and spatial permutations with long-range interactions. Join us today, March 25th at 13:30 GMT, 14:30 CET, 15:30 EET on Zoom with the following link: https://wias-berlin-de.zoom-x.de/j/66747761513?pwd=nfPUbXHA8aLmyo4qESwbRxTk… The talk is scheduled for one hour, allowing time for questions. Additionally, we'll be remaining on the call for a chat afterwards if you'd like to join us. ------------------------------------------ Speaker: Andreas Klippel (TU Darmstadt) Title: Dimers, double dimers, and spatial permutations with long-range interactions Abstract: The dimer model and its associated double-dimer model are fundamental objects in probability theory, statistical mechanics, and combinatorics. While their planar behavior is by now well understood, much less is known beyond planarity. We study these models on Z^d-like graphs, d \geq 1, allowing long-range edges whose weights decay with distance. For a large class of such interactions, we show that monomer correlations in the dimer model remain uniformly positive, and that loops in the double-dimer model are macroscopic. In this talk, I will introduce the models, explain their connection to spatial permutations, and give an overview of the main proof ideas. In particular, we will take a closer look at the key method, namely reflection positivity. The project presented in this talk is joint work with Lorenzo Taggi and Wei Wu. ------------------------------------------ You can find more information about the talk on our website Postgraduate Online Probability Seminars (pg-prob-sem.github.io)<https://pg-prob-sem.github.io/>. Warm regards, The POPS Team This talk will be broadcast March 25th at 13:30 GMT, 14:30 CET, 15:30 EET on Zoom only. Meeting-ID: 667 4776 1513 Passcode: 834059

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Fwd: Colloquium Rendiconti//26 marzo//Francois Golse
by Faggionato, Alessandra 25 Mar '26

25 Mar '26

Buongiorno, Ricevo e con piacere inoltro il seguente annuncio di un Colloquium Rendiconti che si terrà presso il Dipartimento d Matematica G. Castelnuovo dell'Università di Roma La Sapienza. Saluti Alessandra --------------------------------------------------------------------------------------------------- *Colloquium Rendiconti* Giovedì 26 marzo 2026, ore 17, aula Picone, Dipartimento di Matematica, Sapienza Università di Roma Francois Golse (École Polytechnique, Paris) *An Invitation to Quantum Optimal Transport* Abstract. Optimal transport is an old branch of the calculus of variations whose origins can be traced back to an important memoir of Monge in 1781, followed by remarkable contributions due to Kantorovich in 1942, and in the last 50 years by R.L. Dobrushin, Y. Brenier, and many others. Among the by-products of optimal transport is a family of distances metrizing the weak topology of Borel probability measures on Euclidean spaces. The analogy between Borel probability measures on phase space and the notion of density operators used in quantum mechanics suggests defining a notion of « pseudometric » which can be used to compare two (quantum) density operators, or a density operator with a probability density in phase space. The talk will discuss the main properties of this pseudometric, and applications to some problems arising in quantum dynamics (such as the classical limit, or the mean-field limit of large particle systems…) This presentation is based on a series of works with E. Caglioti, C. Mouhot and T. Paul. -- ************************************************* 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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Call for papers ''Mathematics Applied to Society: Early Scholars Meeting”(MASES Meeting).
by Roy Cerqueti 24 Mar '26

24 Mar '26

Dear all, We are pleased to announce the ''*Mathematics Applied to Society: Early Scholars Meeting” (MASES Meeting)*. *The meeting is organized by the Scientific Committee of AMASES* and will take place on *July 6–7, 2026*, at *Sapienza University of Rome*. The meeting is specifically tailored to early career scientists (born not before January 1st, 1991, and not associate or full professors) who can present not only completed studies but also research ideas and early-stage papers. We expect that the interaction of the authors with the audience will foster collaborations and discussions about open problems and possible future research lines. Senior scholars are more than welcome to participate as auditors. Contributions on the topics covered by the AMASES scientific community are welcome. The organizing committee will evaluate them for presentation as regular talks or posters. *The registration is free, but compulsory. Interested participants are invited to register by filling out the following* *form* <https://docs.google.com/forms/d/e/1FAIpQLSfo3OxrzG1XzdZJ9WUj5YmCQScR-Uo6_gG…> The same form can be used to submit an abstract. Authors are asked to specify RESEARCH IDEA / EARLY-STAGE STUDY or COMPLETE DRAFT in the submission phase. *Important deadlines:* - April 30, 2026 – Deadline for abstract submission - May 15, 2026 – Notification of acceptance - May 30, 2026 – Deadline for registration If you have any questions, feel free to send an email to early.scholars(a)amases.org. We would be grateful if you could circulate this announcement among interested researchers and doctoral students. Best regards, Roy Cerqueti -- *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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CEMRACS 2026: Modeling and AI for Environmental Transition
by Cecilia Mancini 24 Mar '26

24 Mar '26

From Peter Tankov: I am writing to let you know about the multidisciplinary summer school and research stay "CEMRACS 2026 - Modeling and AI for Environmental Transition", to be held at the Centre International de Rencontres Mathématiques (CIRM) in Marseille, that we are organizing with a group of colleagues. CEMRACS 2026 is aimed at PhD students, advanced master's students, and junior researchers, and will focus on mathematical and statistical modeling and artificial intelligence applied to key challenges in: environmental and energy economics, actuarial science, sustainable finance, ecology, and climatology. The event consists of: * A one-week summer school (July 13-17, 2026) * A five-week research session (July 20 - August 21, 2026) During the research session, participants will work in small groups on research projects supervised by senior researchers. Participants may attend only the summer school, or both the summer school and the research session (the latter subject to selection). Successful applicants to the research session will be fully funded for 6 weeks. ________________________________ Summer school courses * Mathematical modeling for biodiversity - M. Barbier * Mathematical modeling for climate: stochastic dynamics, extreme events, large deviations - F. Bouchet * Climate risks, insurance, insurability, and rare events - O. Lopez * Machine learning for climate change - C. Monteleoni * Computational and AI methods in climate economics - S. Scheidegger Special invited lectures * Mathematical models for carbon emission markets - R. Aïd * Mathematical bioeconomics for sustainable fisheries - L. Doyen * Mean-field game models for energy transition - R. Dumitrescu * Modeling of the water cycle at the interface between climate, hydrology, and socio-economy - J. Polcher ________________________________ For further details on the program, the list of research projects, and registration instructions, please visit the event website: https://cemracs2026.math.cnrs.fr/ Deadlines * Application to the research session: March 31, 2026 * Summer school registration: March 31, 2026 (early bird) or May 31, 2026 Please encourage your PhD students and post-docs interested in environmental topics to register/apply. The CEMRACS research stay is a uniquely rich scientific experience and a catalyst for long-term collaborations. Best wishes, Peter Tankov

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Fwd: Discrete and Continuous Random Trees
by Silvestri, Vittoria 24 Mar '26

24 Mar '26

Ricevo e inoltro con piacere. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Saraí Hernández-Torres <saraiht(a)im.unam.mx> Date: ven 20 mar 2026 alle ore 17:17 Subject: Re: Discrete and Continuous Random Trees To: Silvestri, Vittoria <silvestri(a)mat.uniroma1.it> Dear Vittoria, Louigi Addario-Berry, Omer Angel, Laura Eslava, and I are organizing the research workshop Discrete and Continuous Random Trees – Student Satellite Workshop. The workshop is aimed at graduate students and postdocs interested in random trees. The program is structured around five research projects, led by: - Serte Donderwinkel <https://www.sertedonderwinkel.com/> (University of Groningen) - Christina Goldschmidt <https://www.stats.ox.ac.uk/~goldschm/> (University of Oxford) - Bas Lodewijks <https://sites.google.com/view/bas-lodewijks/home> (University of Sheffield) - Guillem Perarnau <https://web.mat.upc.edu/guillem.perarnau/> (Universitat Politècnica de Catalunya) - Víctor Rivero <https://sites.google.com/view/victor-rivero/welcome> (CIMAT) The program includes - an initial online phase, - a workshop in Mexico City (September 28–October 2, 2026), - a workshop at Casa Matemática Oaxaca (October 4–9, 2026), and - a final online follow-up phase. Applications are now open! *Deadline: April 12, 2026* More information: https://randomtrees.matem.unam.mx/ Best wishes, Saraí Hernández-Torres

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Reminder: OWABI - Larry Wasserman - 25th March 2pm UK time
by Massimiliano Tamborrino 24 Mar '26

24 Mar '26

Dear all, a kind reminder that our next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is scheduled tomorrow, Wednesday the 25th March at 2pm Uk time, when Larry Wasserman<https://www.stat.cmu.edu/~larry/> <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) will talk about "Robust Simulation Based Inference", with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 Speaker: Larry Wasserman<https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) Title: Robust Simulation Based Inference Abstract: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. Keywords: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. Reference: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404,<https://arxiv.org/pdf/2508.02404>2025. Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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