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SPASS Seminar: Shuaijie Jiao - TUE 14.10 at 14:00
by francesco.triggiano＠sns.it 11 Oct '25

11 Oct '25

Dear Colleagues, We would like to invite you to the following SPASS https://sites.google.com/unipi.it/spass seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Restoration of uniqueness by transport noise for stochastic 2D Boussinesq equations* by Shuaijie Jiao (University of Chinese Academy of Sciences, Beijing) The seminar will take place in person on *TUE, 14.10.2025 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here: Zoom Meeting https://us06web.zoom.us/j/82898233779?pwd=UwaJHrvAnbmj8TuuebRdW4DbqJy1zT.1 Meeting ID: 828 9823 3779 Passcode: 896251 Join instructions https://us06web.zoom.us/meetings/82898233779/invitations?signature=Ma1Od8oq… The organizers, G. Bet, F. Butori, A. Caraceni, F. Grotto, F. Triggiano, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *We investigate the inviscid 2D Boussinesq equations driven by rough transport noise of Kraichnan type with regularity index $\alpha\in (0,1/2)$. For all $1<p<\infty$, we establish the existence and uniqueness of probabilistic strong solutions for all $L^p$ initial vorticity and $L^2$ initial temperature, under the parameter constraint $0<\alpha< 1-1/(p\wedge 2)$. Based on the noise-induced anomalous regularity established by Coghi and Maurelli, we show that the stochastic Boussinesq system is stable with respect to the initial data, which not only implies the pathwise uniqueness but also enables us to directly prove the existence of probabilistically strong solutions without resorting to the compactness method. * *The talk is based on joint work with Dejun Luo.*

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Professor position at Univ. Católica (and summer school)
by Elisabetta Candellero 11 Oct '25

11 Oct '25

Ricevo e inoltro con piacere. Elisabetta === Dear colleagues, Pontificia Universidad Católica in Santiago de Chile is offering two full-time positions in all areas of mathematics, and candidates in probability are encouraged to apply. The probability group is active in research, and together with Univ. Chile we organize a weekly seminar, an annual workshop of probability in South America, an annual summer school for master students (the next one will be from January 12-16, there will be some funding for international students, see https://pisa.mat.uc.cl/) and the group would like to grow! Informal inquiries are welcome and can be sent to some of its members: Santiago Saglietti (saglietti.sj(a)uc.cl) Manuel Cabezas (mncabeza(a)uc.cl) Dieter Mitsche (dmitsche(a)gmail.com) Application deadline is November 14. For more details how to apply see https://www.mathjobs.org/jobs/list/27012 Kind regards, Dieter Mitsche

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Assistant Professor in Mathematical Statistics at VU Amsterdam
by Francesco Caravenna 10 Oct '25

10 Oct '25

Ricevo e inoltro. > Da: "Dubinkina, S.B. (Svetlana)" <s.b.dubinkina(a)vu.nl> > > Assistant Professor in Mathematical Statistics at VU Amsterdam > > The Mathematics department at the Vrije Universiteit Amsterdam is seeking a new colleague who is passionate about scientific research and education in the field of Mathematical Statistics. The offered position is at assistant professor level. The department is looking for a mathematician with a strong research profile and proven expertise in Mathematical Statistics, as witnessed by an excellent track record of publications. While advancing fundamental research, you will also contribute to teaching and supervision across our educational programmes. > > For more information, please visit here > https://workingat.vu.nl/vacancies/assistant-professor-in-mathematical-stati… > > Deadline for application is 1 December 2025. > > > Kind regards, > Svetlana Dubinkina > Associate Professor in Applied Mathematics, Department of Mathematics > Faculty of Science (BETA) > > s.b.dubinkina(a)vu.nl <mailto:s.b.dubinkina@vu.nl> https://math.vu.nl/~S.Dubinkina > Mailing address: De Boelelaan 1105, 1081 HV Amsterdam

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EFI 11 Padova: first announcement - save the dates! (fwd)
by Tiziano Vargiolu 10 Oct '25

10 Oct '25

Dear Colleague, on behalf of the organising committee, it is a pleasure to announce that the 11th Workshop Energy Finance Italia will take place in Padova on February 2 - 4, 2026. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 15, 2025, - Deadline for abstracts/papers submissions: Dec. 15, 2025, - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information will be available as soon as possible. Looking forward to meet you in Padova! Best Regards for the Organizing committee: Tiziano Vargiolu Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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OWPS kicks off next week
by Federico Sau 10 Oct '25

10 Oct '25

Dear colleagues, We are pleased to announce that the Fall 2025 series of the OWPS (One World Probability Seminar) is resuming next week! This semester, seminars will be held twice a month on Thursdays. The first talk will take place on Thursday, October 16, 2025, from 16:00 to 18:00 Rome time (14:00–16:00 UTC) via Zoom (see details below): Speaker: Tom Hutchcroft (Caltech) Title: Critical long-range percolation All information, including the talk's abstract, the schedule of the next talks, and the Zoom-YouTube livestream links, can be found on our website: https://www.owprobability.org/one-world-probability-seminar Originally launched during the early days of the pandemic to keep the probability community connected, OWPS has now hosted over 100 talks from researchers around the world. Its goal remains to serve as a reference point for connecting researchers in probability and related areas globally, enabling live participation and direct interaction, sharing the latest developments, and forming a lasting digital archive of talks. If you wish to receive updates on future OWPS talks, you can join our mailing list here<https://www.owprobability.org/mailing-list>. We look forward to seeing many of you online! Best wishes, Marianna Russkikh and Federico Sau *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Christian Franq seminar, Ca' Foscari University, 13 October
by Roberto CASARIN 09 Oct '25

09 Oct '25

Dear Colleagues Professor *Christian Franq* (University of Lille - CREST-ENSAE) will give the seminar: *Penalized QMLE and model selection of time series regressions* *Monday, October 13, at 12:15 in Meeting Room 1* *Department of Economics, San Giobbe Campus* *Ca' Foscari University of Venice* It will also be possible to attend on Zoom here: https://unive.zoom.us/j/89661175677?pwd=mAtZP4LXqk5DwT5pNHkhJUemn7Sayq.1 All interested people are warmly invited to attend! rc Abstract: We examine a linear regression model applied to the components of a time series, aiming to identify time-varying, constant as well as zero conditional beta coefficients. To address the non-identifiability of parameters when a conditional beta is constant, we employ a lasso-type estimator. This penalized estimator simplifies the model by shrinking the estimates in favor of natural constant beta representations. Given that the model accommodates conditional heteroskedasticity and the relevant regressors are unknown, the total number of parameters to estimate can be quite large. To manage this complexity, we propose a multistep estimator that first captures the dynamics of the regressors before estimating the dynamics of the betas. This strategy breaks down a high-dimensional optimization problem into several lower-dimensional ones. Since we avoid making strict parametric assumptions about the innovation distributions, we use Quasi-Maximum Likelihood (QML) estimators. The non-Markovian nature of the global model means that standard convex optimization results cannot be applied. Nevertheless, we analyze the asymptotic distribution of the multistep lasso estimator and its adaptive version, deriving bounds on the maximum value of the penalty term. We also propose a nonlinear coordinate-wise descent algorithm, which is demonstrated to find stationary points of the objective function. The finite-sample properties of these estimators are further explored through a Monte Carlo simulation and illustrated with an application to financial data. Bio: Christian Francq is a distinguished econometrician and Professor of Statistics at the University of Lille, France. His research focuses on time series analysis, financial econometrics, and GARCH models, with a particular emphasis on theoretical and applied aspects of volatility modeling. He has made significant contributions to the development of nonlinear time series models, asymmetry in volatility, and inference for financial data. His research has been published in top-tier journals, and he continues to shape the field through both his academic work and collaborations. More information available here: https://www.unive.it/data/agenda/3/104513 -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Borse dottorato SAMBa CDT, 2026/27 (Università di Bath, UK)
by Federico Cornalba 08 Oct '25

08 Oct '25

Buongiorno, segnalo l’apertura della procedura di selezione per borse di dottorato SAMBa CDT (Centre for Doctoral Training in Statistical Applied Mathematics at Bath, UK) per l'anno accademico 2026/27. Tutti i dettagli sono disponibili al sito: https://samba.ac.uk/apply-to-samba/ Si sottolinea che, a seguito di maggiore flessibilità di finanziamento ottenuta di recente, SAMBa CDT ha una buona capacità di reclutamento a livello internazionale. Vi prego di diffondere il messaggio a tutti i possibili interessati e tutte le possibili interessate. Ringrazio e saluto, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

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CHANGE OF TIME AND LOCATION: De Finetti seminar: Walter Schachermayer, Oct. 13, 2025
by Alessandro Doldi 08 Oct '25

08 Oct '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture on October 13, 2025 at 15:30: Walter Schachermayer, University of Vienna NEW TIME AND LOCATION: Aula C04 Colombo-M (Entrance from Via Mangiagalli 25, Università degli Studi di Milano), h. 15:30 Title: Lacunary/Hereditary Limit Theorems in Probability and Analysis Abstract: J. Komlos proved in 1967 an extremely useful theorem. For any bounded sequence (f_n) in L^1 there is a subsequence n_k and a limiting function f such that f_{n_k} converges to f almost surely in Cesaro mean. The convergence not only holds for the subsequence f_{n_k}, but also for each of its sub-subsequences. This important result may be seen as an extension of the strong law of large numbers, pertaining to arbitrarily dependent sequences of random variables. We analyze also other lacunary/hereditary versions of classical variants of the law of large numbers. Special attention will be given to the law of large numbers of Hsu-Robbins-Erdös from 1947/49. We show that it is indispensable for the proof of a lacunary/hereditary version of this theorem to use approximations by exchangeable sequences of random variables (as opposed to martingale differences). This yields the first example verifying a conjecture by D. Aldous from 1977. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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DoCRA courses for PhD students: 4th session
by Maria Elvira Mancino 07 Oct '25

07 Oct '25

Dear all, I am pleased to share the following: the *Collegio Internazionale Ca’ Foscari (CICF) *in Venice is offering 20 fellowship to doctoral students for attending the fourth session of the *Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ *Aims and scope* The Colloquium caters to Doctoral students interested in analytical (both theoretical and applied) methods for measuring, managing and mitigating risks. It is organized over four two-week sessions along one year. The risks considered range from standard economic, ﬁnancial or insurance applications, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. Outstanding international scholars with long-standing PhD teaching and supervision experience deliver the courses. *Target* We seek *PhD students from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for one session at a time, but must attend the whole session. They may get credit for the courses taken within the Colloquium. There are no participation fees; travel and accommodation are covered by the Colloquium. Up to five additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Content * The first session was in January 2025. The fourth one is: 4) January, 18 - 31, 2026, *Networks and Risk Propagation* *a) *Week 1: *Remco Hofstad*, Eindhoven U. of Technology, *Random Graphs and Complex Networks: Structure and Function* *b) *Week 2: *Alireza Tazbah-Salehi*, Northwestern University, *Production Networks* *Where* Polo Didattico San Basilio, Venice (Session ). Polo Didattico San Basilio <https://www.unive.it/pag/10128/> *We offer* - an outstanding Faculty of leading researchers; - work in a team with several, multidisciplinary doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Istituto Canossiano San Trovaso (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. *Applications* Students can apply for the* January 2026* session through the site https://landing.cafoscarichallengeschool.it/docra/ Acceptance of qualified applicants will be done on a first-in basis. *Deadline* 14th November 2025 *More Information* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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IFCS 2026: International Federation of Classification Societies Conference - Second announcement
by Giorgia Zaccaria 07 Oct '25

07 Oct '25

Dear Colleagues, We are glad to inform you that the International Federation of Classification Societies (IFCS) Conference 2026 will take place in Milan, Italy, from July 14 to 16, 2026. The conference will be hosted by the Department of Statistics and Quantitative Methods of the University of Milano-Bicocca and the Department of Economics, Management and Quantitative Methods of the University of Milan. The conference will focus on topics including analysis of complex and non-standard data, machine learning and deep learning approaches to classification and clustering, and real-world applications across diverse scientific disciplines. More information, including key dates, is available at ifcs2026.unimib.it/ and in the flyer you can find here <https://ifcs2026.unimib.it/wp-content/uploads/sites/205/2025/09/Flyer-IFCS2…> . The Scientific Committee is composed of: Francesca Greselin (Chair), Silvia Salini (Co-chair), Krzysztof Jajuga (IFCS), Rebecca Nugent (IFCS), Mark de Rooij (IFCS), Vladamir Batagelj (SSS), Paula Brito (CLAD), Sonya Coleman (IPRCS), Rosa Crujeiras, Jean Diatta (SFC), Luca Frigau (ClaDAG), Raeesa Ganey (MDAG), Stefano A. Gattone, Aurea Granè (SEIO-AMyC), Julien Jacques, Joanna Landmesser-Rusek (SKAD), Berthold Lausen (BDSS), Angelos Markos (GSDA), Agustín Mayo-Íscar, Raffaella Piccarreta, Riccardo Rastelli, Pieter Schoonees (VOC), Luca Scrucca, Piercesare Secchi, Gialuca Sottile, Yoshikazu Terada (JCS), Cristina Tortora (CS), Tom Wilderjans (VOC), Adalbert Wilhelm (GFKL). Satellite events will include a data challenge for students and young researchers, as well as tutorials. Further information will be released soon. We look forward to welcoming you to Milan. Best regards, the Local Organizing Committee Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga Dr. Giorgia Zaccaria, Ph.D. Postdoctoral Research Fellow University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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De Finetti seminar: Walter Schachermayer, Oct. 13, 2025
by Alessandro Doldi 06 Oct '25

06 Oct '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture on October 13, 2025 at 18:00: Walter Schachermayer, University of Vienna LOCATION Seminar Room 3-E4-SR03, Bocconi University, Milano Title: Lacunary/Hereditary Limit Theorems in Probability and Analysis Abstract: J. Komlos proved in 1967 an extremely useful theorem. For any bounded sequence (f_n) in L^1 there is a subsequence n_k and a limiting function f such that f_{n_k} converges to f almost surely in Cesaro mean. The convergence not only holds for the subsequence f_{n_k}, but also for each of its sub-subsequences. This important result may be seen as an extension of the strong law of large numbers, pertaining to arbitrarily dependent sequences of random variables. We analyze also other lacunary/hereditary versions of classical variants of the law of large numbers. Special attention will be given to the law of large numbers of Hsu-Robbins-Erdös from 1947/49. We show that it is indispensable for the proof of a lacunary/hereditary version of this theorem to use approximations by exchangeable sequences of random variables (as opposed to martingale differences). This yields the first example verifying a conjecture by D. Aldous from 1977. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Seminario on-line PRISMA lunedì 6 ottobre 2025 - C. Franceschini & F. Sau
by Sonia Mazzucchi 06 Oct '25

06 Oct '25

Ricordiamo che oggi pomeriggio alle 16 riparte il ciclo di seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb ll prossimo appuntamento è per oggi *lunedì 6 ottobre* 2025. I relatori saranno *Chiara Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau* (Università di Milano Statale) che parleranno di: *Sistemi interagenti del non-equilibrio: dualità e gap spettrali* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/83547578084 ID riunione: 835 4757 8084 Codice d’accesso: 873866 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia) e Federico Sau (Università di Milano Statale) TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali RIASSUNTO: In questo seminario verranno presentati alcuni modelli di sistemi interagenti con spin sia discreti che continui. Tra gli esempi principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il processo armonico recentemente introdotto. Quando questi modelli sono studiati su un reticolo unidimensionale in contatto con reservoir ai bordi, costituiscono un setting classico per l’analisi di fenomeni tipici della meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati sono associati alla Lie algebra su(1,1) e condividono diverse caratteristiche strutturali, tra cui la proprietà di dualità. Nella prima parte del seminario introdurremo il concetto di dualità per i processi di Markov, illustrando come esso consenta di derivare limiti di scala macroscopici (come l’equazione idrodinamica e i principi di grandi deviazioni) e ottenere informazioni sulla misura stazionaria fuori dall’equilibrio, esplicitamente nota solo per alcuni casi specifici. Nella seconda parte prenderemo in esame modelli definiti anche su grafi arbitrari, focalizzandoci sullo studio del gap spettrale e sulla convergenza all’equilibrio.

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Seminar Federico Bassetti at Tor Vergata (Department of Mathematics) October 6, at 14h00
by Claudio Macci 03 Oct '25

03 Oct '25

Dear all, On Monday, October 6, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Federico Bassetti (Politecnico di Milano) with the seminar "Scaling Limits of Bayesian Neural Networks: Gaussian Processes and Mixtures” Abstract: In large neural networks, key theoretical insights emerge in the infinite-width limit, where the number of neurons per layer grows while depth stays fixed. In this regime, networks with Gaussian-initialized weights define a mixture of Gaussian processes with random covariance, which converges in the infinite-width limit to a pure Gaussian process with deterministic covariance. However, this Gaussian limit sacrifices descriptive power, as it lacks the ability to learn dependent features and produce output correlations that reflect observed labels. Motivated by these limitations, we explore deep linear networks in the proportional limit, where both depth and width diverge at a fixed ratio. In this setting, the network converges to a nontrivial Gaussian mixture, both at the prior and posterior level. This structure allows the network to capture dependencies in the outputs—an ability lost in the infinite-width limit but retained in finite networks. Our contribution extends previous works by explicitly characterizing, for linear activation functions, the limiting distribution as a nontrivial mixture of Gaussians. The talk is based on F. Bassetti, L. Ladelli, P. Rotondo. Proportional infinite-width infinite-depth limit for deep linear neural networks (2024+) https://arxiv.org/abs/2411.15267 Bassetti,F. Gherardi, M. Ingrosso, A. Pastore, M. Rotondo, P. Feature learning in finite-width Bayesian deep linear networks with multiple outputs and convolutional layers. Journal of Machine Learning Research 26 (2025) 1-35. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/message/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU-iIP… The seminar is part of the Excellence Project MatMod@TOV.

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Bando di concorso Tecnologo - Università di Padova Dipartimento di Scienze Statistiche - scadenza 29.10.2025
by Livia Mian 03 Oct '25

03 Oct '25

Gentilissimi/e, Il Dipartimento di Scienze Statistiche dell'Università di Padova ha indetto una selezione per esami al fine di reperire 1 Tecnologo di Ricerca di primo livello (categoria stipendiale pari a EP1) da assumere mediante contratto di lavoro a termine, a tempo pieno, per 24 mesi. Il Tecnologo fornirà supporto tecnico al team di ricerca impegnato nel progetto "*SPECOLA – Spatial Transcriptomics through the Lenses of Statistical Modeling and AI*" finanziato dallo European Research Council (ERC) e sarà chiamato a svolgere le seguenti attività: - installazione, configurazione e manutenzione dei software necessari all’analisi di dati biologici, quali ad esempio sequenze genomiche o immagini di microscopia, nei server ad alte prestazioni (HPC); - sviluppo, test e manutenzione di script e pacchetti software open-source per l’analisi di dati biologici, inclusa la produzione di binari e container; - monitoraggio dell’utilizzo delle risorse informatiche, garantendo le opportune misure di sicurezza e di prevenzione della perdita di dati; - collaborazione con il team di sviluppatori principali del progetto Bioconductor per la revisione, distribuzione, aggiornamento e manutenzione del software; - contribuzione alla redazione di documentazione tecnica e alla scrittura di report e articoli scientifici che descrivano i risultati ottenuti. Per i dettagli sui requisiti richiesti e le modalità di selezione si rinvia al bando: https://www.unipd.it/selezione-2025s48 La scadenza è fissata al *29 ottobre 2025 alle ore 14:00.* Cordiali saluti, Il Dipartimento di Scienze Statistiche **** Dear all, The Department of Statistical Sciences at the University of Padua has launched the selection process to recruit a Research Technologist (salary category EP1) with a full-time employment contract for 24 months. The candidate will provide technical support to the research team involved in the project "*SPECOLA – Spatial Transcriptomics through the Lenses of Statistical Modeling and AI*" and will be responsible for the following tasks: - Installation, configuration, and maintenance of the software necessary for the analysis of biological data, such as genomic sequences or microscopy images, on high-performance computing (HPC) servers; - Development, testing, and maintenance of open-source scripts and software packages for biological data analysis, including the production of binaries and containers; - Monitoring the use of computing resources, ensuring appropriate security measures and data loss prevention; - Collaboration with the core development team of the Bioconductor project for the review, distribution, update, and maintenance of software; - Contribution to the drafting of technical documentation and to the writing of reports and scientific articles describing the results achieved For more details on the requirements and selection process please check the call: https://www.unipd.it/selezione-2025s48 Application deadline *October 29, 2025, 14:00 CET. * Kind regards, The Department of Statistical Sciences --- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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First announcement: INdAM Workshop - Probability Models in Mathematical Physics (PMMP) - Rome, 15-19 June
by Elia Bisi 02 Oct '25

02 Oct '25

Dear colleagues, We would like to send you a first announcement of the INdAM Workshop Probability Models in Mathematical Physics (PMMP) - integrability, asymptotics, and universality Rome, 15-19 June 2026 The workshop has a broad scope from random matrices, integrable systems, operator and spectral theory, semiclassical analysis, combinatorics, including applications to quantum mechanics, disordered systems and related areas, all encompassed under the triple keyword 'integrability, asymptotics, and universality'. The invited speakers are: • Elena Agliari (Rome) • Luca Avena (Florence) • Marton Balazs (Bristol) • Sung-Soo Byun* (Seoul) • Elisabetta Candellero (Rome) • Tom Claeys (Louvain-La-Neuve) • Nilanjana Datta* (Cambridge) • Nina Gantert (Munich) • Cristian Giardinà (Modena and Reggio Emilia) • Alessandro Giuliani* (Rome) • Silvia Pappalardi* (Cologne) • Thierry Paul* (Paris) • Claude-Alain Pillet* (Toulon) • Valentina Ros (Paris) • Gregory Schehr (Paris) • Roland Speicher* (Saarbrücken) • Dario Trevisan (Pisa) • Karol Zyczkowski (Krakow) * To be confirmed Further information is available on the website: https://sites.google.com/view/pmmp2026 . Registration is free but mandatory through the web form at https://sites.google.com/view/pmmp2026/registration . Applicants can contribute a short talk or a poster. Some financial support to a limited number of young participants will be available. Applications can be submitted until January 31st, 2026, and will be reviewed in February 2026. Please note that the venue has a maximum capacity. For enquiry please contact us at pmmp2026rome(a)gmail.com . Best regards, Elia Bisi Fabio Deelan Cunden Giovanni Gramegna Marilena Ligabò ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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junior reserach chair - postdoctorat - Paris
by CRISTINA TONINELLI 01 Oct '25

01 Oct '25

Cari tutti, trovate qui sotto l’annuncio per un posto molto attrattivo (per salario, durata ed ambiente scientifico) bandito presso l’Università di Parigi PSL. Non esitate a diffonderlo e a segnalarlo ai vostri studenti più brillanti! Grazie, Cristina ------------------------------- 3-year Junior Research chairs, Statistical Physics and Mathematics, Paris Sciences et Lettres University PSL university is awarding two Junior Research Chairs (three-year positions) as part of its research programme 'Statistical Physics and Mathematics'. This programme gathers physicists and mathematicians from three departments: CEREMADE at University Paris Dauphine – PSL, Department of Mathematics and Applications at Ecole normale supérieure – PSL, LPENS at Ecole normale supérieure – PSL. Further details about the positions and the application procedure can be found here : https://academicjobsonline.org/ajo/jobs/30482 --------------------------------------------------------------------------------------------- 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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Fwd: Open position at HEC
by Roberto CASARIN 30 Sep '25

30 Sep '25

Dear all, I'm happy to share, regards Roberto Casarin ---------- Forwarded message --------- Da: David Ardia <david.ardia(a)hec.ca> Date: mar 30 set 2025 alle ore 15:44 Subject: Open position at HEC To: Roberto CASARIN <r.casarin(a)unive.it> Our Decision Sciences department is opening a tenure-track professor position in financial engineering/mathematical finance/quantitative finance. It might be of interest to your students, colleagues/networks. The department is really nice and the atmosphere is top-notch. It is an ideal environment for researchers and teachers to thrive. Additionally, Montréal is a lovely city that strikes a balance between a European lifestyle and North American energy. Please don't hesitate to contact me if you have any questions. Thanks a lot! David JOB POST HERE https://tre.tbe.taleo.net/tre01/ats/careers/v2/viewRequisition?org=NYQEDG&c… -- 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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MOX COLLOQUIA - Mark Girolami - 9 Ottobre - Politecnico di Milano
by Laura Maria Sangalli 30 Sep '25

30 Sep '25

Cari Colleghi, vi segnalo il seguente seminario della serie dei MOX COLLOQUIA: 09.11.25 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano Speaker: Mark Girolami, University of Cambridge, Department of Engineering and The Alan Turing Institute Titolo: Statistical Finite Element Methods Abstract: The finite element method (FEM) is one of the great triumphs of applied mathematics, numerical analysis and software development. Recent developments in sensor and signalling technologies enable the phenomenological study of complex natural and physical systems. The connection between sensor data and FEM has been restricted to solving inverse problems placing unwarranted faith in the fidelity of the mathematical description of the system under study. If one concedes mis-specification between generative reality and the FEM then a framework to systematically characterise this uncertainty is required. This talk will present a statistical construction of the FEM which systematically blends mathematical description with data observations by endowing the Hilbert space of FEM solutions with the additional structure of a Probability Measure. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented during the talk. Contatto: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/LTNPwiAikdgXq3b4oMwNvR Per seguire il seminario in streaming, è necessario iscriversi (gratuitamente) sulla piattaforma Cassyni. Seguirà rinfresco presso il Dipartimento di Matematica. Cordiali saluti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Full professor position at Linz (Austria)
by Stefano Bonaccorsi 29 Sep '25

29 Sep '25

Professorship for Stochastics The Faculty of Engineering and Natural Sciences at the Johannes Kepler University Linz invites applications for a permanent professorship position under private law for a Professor of Stochastics to begin as soon as possible. The appointment is in accordance with § 98 of the Austrian Universities Act. An evaluation will be conducted after a five-year period. The successful candidate is expected to head the Institute of Stochastics, and represent and further develop research and teaching in the field of Stochastics. Please see the job opening for a detailed job description online at http://www.jku.at/professuren -- ________________________________ *My working hours may differ from yours, so feel free to respond at your convenience* Prof. Stefano Bonaccorsi Direttore Dipartimento di Matematica Università di Trento +39 0461 281621

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PhD Scholarships @ Warwick
by Giuseppe Cannizzaro 29 Sep '25

29 Sep '25

Care/i colleghe/i, desideravo farvi presente questa possibilità di dottorato a Warwick e spero possiate informare studenti interessati. Cordiali saluti, Giuseppe ------------------------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

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Oct 21 - Stats seminars Geneletti and Wrobleski @ Sapienza MEMOTEF
by Francesca Panero 29 Sep '25

29 Sep '25

Buongiorno a tutti, On Tuesday 21st of October at the MEMOTEF Department, Sapienza University, we will have the pleasure to listen to the seminars of Prof Sara Geneletti<https://www.lse.ac.uk/statistics/people/sara-geneletti> and the PhD student Trevor Wrobleski<https://trevorwrobleski.github.io/> from the Department of Statistics of the London School of Economics and Political Science. The seminars will take place 10-11am in Laboratorio Antonio Amato - Sala Corsi (on the third floor of Palazzina Presidenza, the staircase at the entrance of the Economics building, Via del Castro Laurenziano 9). You can find titles and abstracts below. Best wishes, Francesca Sara Geneletti Bayesian interrupted time-series models and their applications on welfare and mental health This talk is an overview of the research output of the Epitome project funded by the Wellcome Trust. The project involved 4 research streams, and we showcase results from each one of them. The main aims of this project were to a) understand the impact of Conservative government and their "austerity" policy which led to widespread cuts in social spending and b) to develop novel methodologies in the context of interrupted time series designs using Bayesian methods. Our project found that changes in welfare benefits had a detrimental effect on mental health which also had a spatial dimension, and that the impact of the "hostile environment policy", an anti-immigration policy on the mental health of African and Carribean communities was negative. We further extended the Bayesian Structural Time Series approach to accommodate multiple data points and confirmed the impact of the hostile environment policy using this alternative method. Finally, we developed a Cohort Markov Model to evaluate the impact of the welfare benefits change by looking at how it impacted different segments of the population. Trevor Wrobleski Robustness and Sensitivity in Bayesian Dose-Response Risk Assessment Bayesian methods are increasingly central to toxicological risk assessment, yet their application to sparse dose-response data presents unique challenges. This presentation examines three drivers of analytical robustness: (i) the choice of likelihood for overdispersed quantal data, (ii) the inferential impact of selective dose-group deletion, and (iii) the sensitivity of results to prior specification. Using simulations and a case study of antimony trioxide carcinogenicity, we quantify the impact of these choices on benchmark dose (BMD) estimates and the posterior distribution, using metrics like Mean Squared Error and symmetrized Kullback-Leibler (KL) divergence. Our findings show that modeling overdispersion with a Beta-Binomial likelihood is important for accurate uncertainty quantification. We also demonstrate that deleting informative mid-range dose groups can degrade precision and shift inference. Finally, for the Dichotomous Hill model, the prior on the Hill coefficient is the dominant lever on the BMD, capable of inducing multi-fold changes in the risk estimate. ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Visiting Lecturer, Faculty of Informatics Università della Svizzera Italiana Website: https://francescapanero.github.io

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Seminario di Matematica, Scienza e Società al Dipartimento di Matematica- Sapienza
by Faggionato, Alessandra 29 Sep '25

29 Sep '25

Buongiorno, ricevo e con piacere inoltro. Buona giornata Alessandra ************************************************************* Avviso di seminario di Matematica, Scienza & Società Lunedì 6 ottobre 2025, alle ore 17.00 Sala di Consiglio del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Guido Barbujani (Università di Ferrara)* *Evoluzione della pigmentazione negli europei della preistoria* Sommario Oggi sembra scontato che chi ha origini europee abbia anche la pelle bianca, ma è così solo da poche generazioni. Lo studio del DNA antico permette di ricostruire come e quando sia cambiato il nostro aspetto (e anche quello dei nostri parenti neandertaliani), attraverso millenni di selezione naturale e migrazioni. -- ************************************************* 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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Fwd: Fwd: posizione PhD a Uni Basel
by Marco Romito 28 Sep '25

28 Sep '25

Ricevo e volentieri inoltro m. -------- Forwarded Message -------- Subject: Fwd: posizione PhD a Uni Basel From: Umberto PAPPALETTERA <umberto.pappalettera(a)alumni.sns.it> Cari colleghi, Desidero attirare la vostra attenzione su un posto di PhD in Matematica attualmente disponibile presso l’Università di Basilea, nel gruppo di ricerca del Prof. Gianluca Crippa. La posizione è finanziata dal grant SNF Ambizione “Investigating Anomalous Behaviour in Turbulent Fluids through Analytical and Probabilistic Methods” (grant numero 233216). La data di inizio è gennaio 2026, ma può essere posticipata fino a giugno 2026. La durata del dottorato è di 4 anni. Per maggiori informazioni https://jobs.unibas.ch/offene-stellen/phd-position-in-mathematics/cbbd6a7f-… Cordiali saluti, Umberto Pappalettera

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Workshop "Impact of the human activities on the environment and social making in an heterogenous setting: mathematical models and policy implications"
by Marta Leocata 26 Sep '25

26 Sep '25

Dear colleagues, We are glad to announce the workshop “Mathematical Models for the Impact of Human Activities on the Environment and Economic Decision Making", to be held in Luiss Campus, Rome, from October 1 to 3, 2025. This event is part of the PRIN 2022 Project with the name “Impact of the human activities on the environment and social making in an heterogenous setting: mathematical models and policy implications", funded by the Italian Ministry of University and Research. For further information, please refer to the workshop website https://sites.google.com/view/workshopprin20223pnj8k/home-page Workshop PRIN20223PNJ8K sites.google.com Registration is free, but mandatory at the link: https://docs.google.com/forms/d/e/1FAIpQLSdex2tns1McoyT3XKfemXBpc0T9uAcgd-x… Should you need any further information, please do not hesitate to contact us at mleocata(a)luiss.it <mailto:mleocata@luiss.it>, abondi(a)luiss.it <mailto:abondi@luiss.it>. Best regards, The Organizers

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Seminario on-line PRISMA lunedì 6 ottobre 2025 - C. Franceschini & F. Sau
by Sonia Mazzucchi 25 Sep '25

25 Sep '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 6 ottobre* 2025. I relatori saranno *Chiara Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau* (Università di Milano Statale) che parleranno di: *Sistemi interagenti del non-equilibrio: dualità e gap spettrali* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/83547578084 ID riunione: 835 4757 8084 Codice d’accesso: 873866 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia) e Federico Sau (Università di Milano Statale) TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali RIASSUNTO: In questo seminario verranno presentati alcuni modelli di sistemi interagenti con spin sia discreti che continui. Tra gli esempi principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il processo armonico recentemente introdotto. Quando questi modelli sono studiati su un reticolo unidimensionale in contatto con reservoir ai bordi, costituiscono un setting classico per l’analisi di fenomeni tipici della meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati sono associati alla Lie algebra su(1,1) e condividono diverse caratteristiche strutturali, tra cui la proprietà di dualità. Nella prima parte del seminario introdurremo il concetto di dualità per i processi di Markov, illustrando come esso consenta di derivare limiti di scala macroscopici (come l’equazione idrodinamica e i principi di grandi deviazioni) e ottenere informazioni sulla misura stazionaria fuori dall’equilibrio, esplicitamente nota solo per alcuni casi specifici. Nella seconda parte prenderemo in esame modelli definiti anche su grafi arbitrari, focalizzandoci sullo studio del gap spettrale e sulla convergenza all’equilibrio.

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Fwd: Three-year (Post)doctoral position in functional data analysis at HU Berlin
by Enea Bongiorno 25 Sep '25

25 Sep '25

ricevo e inoltro Enea ---------- Forwarded message --------- From: Sonja Greven <Sonja.Greven(a)hu-berlin.de> Date: Wed, 24 Sept 2025 at 13:16 Subject: Three-year (Post)doctoral position in functional data analysis at HU Berlin To: Sonja Greven <sonja.greven(a)hu-berlin.de> Dear colleagues, I have the following three year full-time (post)doctoral position in a DFG-project on functional and shape data analysis advertised. I would greatly appreciate it if you could forward to suitable students / colleagues (or email lists). Many thanks and best wishes, Sonja *Research fellow (m/f/d) at the Chair of Statistics with expected full-time employment * *- E 13 TV-L HU (third-party funding limited to 3 years)* The Chair of Statistics at Humboldt-Universität zu Berlin is looking for a research fellow within the project "Flexible regression methods for curve and shape data" funded by the German Research Foundation (2nd funding period). This project in the field of functional data analysis develops statistical methods for curve and shape-valued observations. Job description: - scientific service in research in the third-party funded project "Flexible regression methods for curve and shape data" - development of statistical methods in the field of functional data analysis - scientific dissemination of the project results - tasks for personal scientific qualification Requirements: - completed scientific university education in statistics, mathematics, data science or a related field with statistical methodological focus, PhD desirable - very good command of written and spoken English (min. B2) - solid command of programming languages (preferably R and Python) - ability to develop statistical methods and engage in interdisciplinary collaboration - strong teamwork and communication skills We offer integration into a lively and interdisciplinary team, family-friendly working hours and an excellent research environment. We support career development through opportunities for further training and mentoring. Please send your application (including cover letter, CV, relevant certificates and grades as well as contact details of two academic references) within 4 weeks, referencing the job ID DR/192/25 to Humboldt-Universität zu Berlin, Faculty of Economics and Business Administration, Prof. Dr. Sonja Greven (located: Spandauer Straße 1), Unter den Linden 6, 10099 Berlin or preferably in electronic form as a single PDF file (max. 10 MB) to stat(a)wiwi.hu-berlin.de with CC to sonja.greven(a)hu-berlin.de. For further information please contact Prof. Sonja Greven. The Humboldt-Universität zu Berlin is seeking to increase the proportion of women in research and teaching, and specifically encourages qualified female scholars to apply. Severely disabled applicants with equivalent qualifications will be given preferential consideration. People with an immigration history are specifically encouraged to apply. Since we will not return your documents, please submit copies in the application only. Data protection information on the processing of your personal data in the context of the tender and selection procedure can be found on the homepage of Humboldt-Universität zu Berlin: https://hu.berlin/DSGVO. Please visit our website www.hu-berlin.de/stellenangebote, which gives you access to the legally binding German version. ---------------------------------------------------------------------- Prof. Dr. Sonja Greven Chair of Statistics School of Business and Economics Humboldt-Universität zu Berlin Spandauer Str. 1, room 402 D-10178 Berlin Phone: +49-30-2093-99509 https://hu.berlin/sg ---------------------------------------------------------------------- -- 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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QFinLab Seminar - Anna Maria Gambaro (Università del Piemonte Orientale) - 1/10/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 25 Sep '25

25 Sep '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 1 October 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Anna Maria Gambaro (Università del Piemonte Orientale) Title: Functional PCA for Risk-Neutral densities in Bayes Hilbert space. Abstract: In this work, we investigate the main drivers of risk-neutral densities of quoted stocks, using the functional principal component analysis (FPCA). To this end, we first construct a historical series of risk-neutral densities corresponding to quoted option prices with fixed time to maturity, using exponential expansions of orthogonal polynomials. Then, we apply the centered log-ratio transformation (CLRT) to the extracted densities and we perform the FPCA in the Bayes–Hilbert space. The CLRT provides an isometric isomorphism between the Bayes space of square log-integrable densities and the classical Hilbert space of square-integrable functions. As a result, the projected data onto the principal component basis correspond to the CLRT-transformed densities, and the application of the inverse CLRT yields proper density functions. Furthermore, by modeling the historical series of FPCA loadings as a stochastic process, we exploit the FPCA representation for forecasting purposes. Finally, we discuss extensions of this framework to cross-asset analyses and to the modeling of option price surfaces. This is a joint work with A. Amici e G. Fusai. Attendance is also possible online (Microsoft Teams), clicking here.<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YmFlY2M5OWEtYzg1OS00…> 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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Workshop on “Transition Risks and Climate Challenges: Interdisciplinary Perspectives”
by Daniele Marazzina 24 Sep '25

24 Sep '25

Cari colleghi il 27 ottobre si terrà presso il Politecnico di Milano, campus Bovisa, il seguente workshop https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk… nell'ambito del progetto PRIN 2022 PNRR "Measuring, managing and hedging indirect climate-transition risk". La partecipazione è gratuita, si richiede per motivi organizzativi la registrazione al link sopra riportato entro il 15 ottobre 2025. Un caro saluto Daniele Marazzina Politecnico di Milano Dipartimento di Matematica >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear colleagues, On October 27, the following workshop will take place at Politecnico di Milano, Bovisa campus: Workshop on Transition Risks and Climate Challenges – Interdisciplinary Perspectives<https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk…> The event is organized within the framework of the PRIN 2022 PNRR project “Measuring, managing and hedging indirect climate-transition risk.” Participation is free of charge. For organizational reasons, registration via the link above is required by October 15, 2025. Best regards, Daniele Marazzina Politecnico di Milano Math Department

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Third Call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026
by GIUSEPPE SANFILIPPO 23 Sep '25

23 Sep '25

Third call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026 (Apologies if you receive multiple copies of this message) ========================================= Conference Announcement ========================================= The 5th Italian Meeting on Probability and Mathematical Statistics will take place in Palermo, Italy, from June 8 to 12, 2026. Website: https://probabilitypalermo2026.unipa.it ======================== Key Dates ======================== Contributed Session submission deadline: SEPTEMBER 30, 2025 Notification of acceptance: November 15, 2025 Abstract submission for accepted CS: December 31, 2025 Early registration deadline: February 28, 2026 ================================ Submission Guidelines for a CS ================================ We invite all researchers interested in contributing to the event to submit proposals for Contributed Sessions. The participation of young researchers and PhD students working in Italy or abroad is strongly encouraged. A Contributed Session (CS) consists of four presentations by speakers invited by one or two organizers (organizers may also be among the speakers). In the “Contributed Session” submission form, please include: - The session title - The names of the 4 speakers - A short description of the session To submit a CS, please visit: https://probabilitypalermo2026.unipa.it/contributed-sessions/ ============= Description ============= Established in 2017, the Italian Meeting on Probability and Mathematical Statistics aims to bring together Italian and international researchers with shared interests in any field of probability and mathematical statistics, promoting the dissemination of recent scientific results and fostering academic exchange. The first meeting was held in Turin in 2017. Since then, the meetings have taken place in Vietri sul Mare (2019), Bologna (2022), and Rome (2024). The 5th edition, promoted by the PRISMA group (https://umi-prisma.polito.it/) of the Italian Mathematical Union (UMI), will be held in Palermo, Italy, from June 8 to 12, 2026, at the Campus of the University of Palermo, Viale delle Scienze, (https://probabilitypalermo2026.unipa.it/general-information/) ================ Plenary Speakers ================ We are pleased to announce the following confirmed plenary speakers (https://probabilitypalermo2026.unipa.it/invited-speakers/) - Francesca Biagini (LMU, Germany); - Stefano Favaro (University of Turin and Collegio Carlo Alberto, Italy); - Franco Flandoli (Scuola Normale Superiore di Pisa, Italy); - Silvio Micali (MIT, USA); - Giuseppe Savaré (Bocconi University, Italy). ======================== Steering Committee ======================== Giacomo Ascione, Scuola Superiore Meridionale, Naples Claudia Ceci, Sapienza University of Rome Paolo Dai Pra, University of Verona Antonio Di Crescenzo, University of Salerno Marco Fuhrman, University of Milan Domenico Marinucci, University of Rome “Tor Vergata” Laura Sacerdote, University of Turin Giuseppe Sanfilippo, University of Palermo Enrico Scalas, Sapienza University of Rome Barbara Trivellato, Polytechnic University of Turin ======================== Local Committee ======================== https://probabilitypalermo2026.unipa.it/committees/

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Seminario di Yuliia Mishura a Caserta
by Enrica Pirozzi 23 Sep '25

23 Sep '25

Carissimi in allegato l'avviso di seminario della Professoressa Yuliia Mishura. Link per collegamento online al seminario: Seminario di Yuliia Mishura | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3409691899780?p=xC4mB7DHsF1RbL1QrG> Cari saluti Enrica

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2-year Postdoctoral position in Probability, University of Innsbruck, Austria
by Ecaterina Sava-Huss 22 Sep '25

22 Sep '25

Dear colleagues, we would like to draw your attention to an open postdoctoral position in probability theory at the University of Innsbruck, Austria. See below for details. The research group of Professor Ecaterina Sava-Huss at the Department of Mathematics, University of Innsbruck, Austria, is looking for a 2-year postdoctoral researcher in probability, with focus on random walks on graphs and groups, branching random walks, abelian sandpiles, and aggregation models. *Job description:* * The successful candidate will collaborate with the members of the research group of Ecaterina Sava-Huss. * Specific topics include random walks on infinite graphs and groups, branching random walks, quantum random walks, aggregation models. * The position does not include teaching responsibilities, and it is fully funded by the Austrian Science Fund (FWF), Grant “Sandpiles and walks”. Details on the grant can be found here: https://www.fwf.ac.at/en/research-radar/10.55776/PAT3123425 * A PhD in mathematics is required. *Profile: *We welcome applications from highly motivated candidates with a background in Probability. Research experience in random walks, random growth models, or branching random walks is an advantage. A good publication record, strong motivation for independent research, and willingness to contribute to a collaborative international environment are important.Good communication skills and fluency in English (both written and spoken) are expected. *Application: *We look forward to receiving your application by October 31, 2025 with the following documents: * Cover letter * Curriculum Vitae (including a list of publications) * Research statement * Contact details of two researchers who can provide recommendation letters on your behalf The applications should be submitted per email to Ecaterina Sava-Huss. Email address: Ecaterina.Sava-Huss(a)uibk.ac.at *Starting date: *soon after the conclusion of the selection procedure. Further information about the stochastics research group at the University of Innsbruck can be found on https://www.uibk.ac.at/mathematik/stochastik/ Details on the research of the PI Ecaterina Sava-Huss can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/publications.html Should applicants have queries on the research topics and/or the application process, they are welcome to contactProf. Ecaterina Sava-Huss at Ecaterina.Sava-Huss(a)uibk.ac.at -- ------------------------------------------------------------ *Univ.-Prof. Dr. Ecaterina Sava-Huss* *Universität Innsbruck*, Department of Mathematics Technikerstraße 13, Room no. 722b, 6020 Innsbruck, Austria phone * +43 512 507-53871* web *uibk.ac.at/mathematik/personal/sava-huss <https://www.uibk.ac.at/mathematik/personal/sava-huss/>*

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De Finetti seminar: Huyên Pham and Stéphane Crépey, Sept. 24, 2025
by Alessandro Doldi 22 Sep '25

22 Sep '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: Huyên Pham, Ecole Polytechnique (h. 16:00) and Stéphane Crépey, Université Paris Cité (h. 17:00) LOCATION The seminars will be held on September 24, 2025 starting at 16:00, Aula C20 (Via Colombo 62), Università degli Studi di Milano, Milano. TITLES AND ABSTRACTS Huyên Pham: Bridging Schrödinger and Bass for generative modeling We address the problem of generating a continuous semimartingale that interpolates prescribed initial and terminal distributions. This is formulated as an optimal transport problem that unifies the Schrödinger bridge and Bass martingale frameworks, enabling the construction of a diffusion process that simultaneously calibrates both drift and volatility to observed data. We derive an analytic characterization of the optimal diffusion’s dynamics, called Schrödinger bridge Bass (SBB) Diffusion, and show that it can be expressed as a stretched Brownian motion under an explicit change of measure. We then design a computational resolution of the SBB, offering an efficient framework for generative modeling in applications such as image synthesis and time series generation. Stéphane Crépey: Comparison of Tax and Cap-and-Trade Carbon Pricing Schemes Carbon pricing has become a central pillar of modern climate policy, with carbon taxes and emissions trading systems (ETS) serving as the two dominant approaches. Although economic theory suggests these instruments are equivalent under idealized assumptions, their performance diverges in practice due to real-world market imperfections. A particularly less explored dimension of this divergence concerns the role of financial intermediaries in emissions trading markets. This paper develops a unified framework to compare the economic and environmental performance of tax- and market-based schemes, explicitly incorporating the involvement of intermediaries. By calibrating both instruments to deliver identical emissions reductions, we assess their economic performance across alternative market structures. Our results suggests that, although the two schemes are equivalent under perfect competition, the presence of intermediaries in ETS reduces regulatory revenues and the aggregate profits of financial actors relative to carbon taxation. These effects arise from intermediaries' influence on price formation and their appropriation of part of the revenue stream. The findings underscore the importance of accounting for intermediaries' behavior in the design of carbon markets and highlight the need for further empirical research on the evolving institutional structure of emissions trading systems. Joint work with Samuel Drapeau and Mekonnen Tadese Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Event in memory of Errico Presutti / September 30, 2025 / CNR, Rome
by Alessia Nota 22 Sep '25

22 Sep '25

[Apologies for possible cross-postings] Dear Colleagues, This is a kind reminder of the conference ”A special day in Statistical Mechanics and beyond: Remembering Errico Presutti” dedicated to the memory of our colleague, mentor and friend Errico Presutti who left us in December 2024. The conference will take place on September 30, 2025 at the Consiglio Nazionale delle Ricerche (CNR) in Rome. It will consist of few talks in order to allow ample time for discussions on the topics on which Errico was active and innovative such as Equilibrium and Non-equilibrium Statistical Mechanics, Field Theory and Stochastic Processes among others. SPEAKERS: Thierry Bodineau Gioia Carinci Giovanni Gallavotti Stephan Luckhaus Herbert Spohn Note that the registration to the conference is still open and that the event will be streamed online. You can find the link here: https://errico-presutti.mat-univaq.com/schedule-and-link For additional information, please write to the organizers. Please feel free to circulate the announcement and the poster among colleagues and students who may be interested in the event. With best regards, Lorenzo Bertini Roberto Natalini Alessia Nota Mario Pulvirenti Benedetto Scoppola Dimitrios Tsagkarogiannis

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Seminar Announcement at Sapienza University of Rome (Esmée Theewis)
by Antonio Agresti 19 Sep '25

19 Sep '25

Dear Colleagues, With this, I would like to advertise the following talk by Esmée Theewis (TU Delft), which will be held at the Math Department of Sapienza University of Rome in "Sala di Consiglio" at *16:00 *on* Monday, September 29th*. Kind regards, Antonio Agresti *Esmée Theewis* (TU Delft) *Title:* Large deviations for SPDEs *Abstract:* This talk is about large deviations for solutions to quasilinear SPDEs with small Gaussian noise. We consider a general variational framework for SPDEs. The large deviation principle (LDP) has been successfully proved for such frameworks by means of the so-called weak convergence approach, but rather strong assumptions must be made on the coefficients in the equation or on the Gelfand triple. In our recently obtained large deviation result, we do not require any additional assumption apart from those required for well-posedness of the equation. This leads to numerous applications for which the LDP was not established yet, such as equations on unbounded spatial domains with gradient noise. In particular, the result solves a long-standing open problem concerning 2D Navier-Stokes. Finally, a generalization of the LDP result will be discussed with a new fluid dynamics application. The talk is based on joint work with Mark Veraar and Antonio Agresti.

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SPASS seminar: Michele Coti Zelati
by Mario Maurelli 18 Sep '25

18 Sep '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Alpha-unstable flows and the fast dynamo problem* by *Michele Coti Zelati* (Imperial College London) The seminar will take place on *THURSDAY, 25.09.2025* at *09:00 CEST *(mind unusual date and time) in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: **Alpha-unstable flows and the fast dynamo problem* *Abstract: The fast dynamo problem concerns the generation and maintenance of magnetic fields by fluid motion through the process of electromagnetic induction. In passive vector advection, this can be formulated as the exponential growth of the magnetic energy, at a resistivity-independent rate. In this talk, I will provide a construction of a Lipschitz, divergence-free and time-independent velocity field that is a fast dynamo on the whole space.*

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6 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 18 Sep '25

18 Sep '25

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 6 PhD positions (75% TVL E 13, about 2100 EUR p.m. after taxes, social security...) for 3 years starting between January 1 and April 1, 2026. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups at FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and a fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is November 1, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/196875 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Peter Bank

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Premio Cuozzo
by Michele Salvi 17 Sep '25

17 Sep '25

Cari colleghi e care colleghe, il Dipartimento di Matematica dell'Università di Roma "Tor Vergata" bandisce una selezione pubblica per l'assegnazione del Premio di Studio "Michele Cuozzo", del valore di 3.000,00 €. Possono concorrere al premio coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’Università o istituzione scientifica italiana negli ultimi 12 mesi. La domanda deve essere presentata entro e non oltre le ore 12:00 del giorno 17 Ottobre 2025. Per tutti i dettagli e la documentazione completa, si invita a consultare il seguente BANDO <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2025.pdf>. Vi prego di diffondere il messaggio a tutti i possibili interessati e tutte le possibili interessate. Un saluto, Michele Salvi

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Fwd: 2 PhD and 1 PostDoc Positions in Leipzig, Deadline 15 Oct 2025
by Francesco Caravenna 17 Sep '25

17 Sep '25

Ricevo e volentieri inoltro. > Da: max renesse <bergengruen(a)gmail.com> > Oggetto: 2 PhD and 1 PostDoc Positions in Leipzig, Deadline 15 Oct 2025 > Data: 17 settembre 2025 alle ore 15:45:11 CEST > Rispondi a: renesse(a)uni-leipzig.de > > Dear Colleague, > > My group at Leipzig University expects to have vacancies (PhD and postdoctoral level) starting early next year. I would be grateful if you could circulate the announcement below or forward it to potential candidates. > > With kind regards, > Max > > Max von Renesse > Mathematisches Institut, Universität Leipzig > Zoom: https://us02web.zoom.us/j/5345333101 > > > Announcement to share > > PhD and Postdoctoral Positions — Leipzig University (Prof. Dr. Max von Renesse) > > At the Mathematical Institute of Leipzig University, two PhD positions and one postdoctoral position are available in the research group of Prof. Dr. Max von Renesse. > > Contracts: PhD: 3 years + possible 1-year extension; Postdoc: 2 years + possible 1-year extension. > > Research areas: stochastic analysis, optimal transport, geometry, data science, and optimization. See: https://www.researchgate.net/lab/Max-von-Renesse-Lab-2 > > Collaborations: close ties with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) in Leipzig and the International Max Planck Research School (IMPRS). > > How to apply / inquire: > Please send inquiries and applications by 15 October 2025 to renesse(a)uni-leipzig.de <mailto:renesse@uni-leipzig.de>. > > > Max Renesse > Mathematisches Institut, Universität Leipzig > Zoom https://us02web.zoom.us/j/5345333101

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PhD positions with Max Nendel at the University of Waterloo
by Alessandro Sgarabottolo 17 Sep '25

17 Sep '25

Dear all, I would like to inform you that Max Nendel is looking for PhD students at the University of Waterloo. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————————— There are up to two PhD positions available in the Department of Statistics and Actuarial Science at the University of Waterloo, under the supervision of Prof. Max Nendel. The PhD projects will lie within the broad theme of Model Uncertainty in Finance, Actuarial Science, and Economics. Qualifications: Applicants are expected to hold a Master’s degree (or equivalent) in Mathematics, Mathematical Economics, Mathematical Finance, or a related field. In addition, candidates should have excellent knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, (stochastic) optimal control. Starting date: January 1, 2026 or later (flexible upon agreement). Application: Interested candidates are asked to submit their application documents (CV, degrees, transcript of records, name and email address of an academic reference) together with a one-page cover letter as a single pdf file to mnendel(a)uwaterloo.ca <mailto:mnendel@uwaterloo.ca> no later than October 5, 2025.

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Call for Abstracts: 30th Nordic Conference in Mathematical Statistics, NORDSTAT 2026, June 1-4 2026, Helsinki, Finland,
by Gasbarra, Dario 16 Sep '25

16 Sep '25

Dear friends of Statistics and Stochastics, the 30th Nordic Conference in Mathematical Statistics, NORDSTAT 2026, will be hosted by the University of Helsinki, Finland, on June 1-4 2026, and the call for abstracts, contributed talks and poster presentations is now open. All the information is at the conference website https://www.helsinki.fi/en/conferences/nordstat-2026 and you can contact the organizers at grp-nordstat26(a)helsinki.fi<mailto:grp-nordstat26@helsinki.fi> Welcome to Helsinki! The organizing committee.

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La Statistica al CNR al servizio del Paese - 2025
by ANTONELLA BODINI 15 Sep '25

15 Sep '25

Care colleghe, cari colleghi, a ottobre si svolgerà, interamente online, la terza edizione del convegno La Statistica al CNR al servizio del Paese, dedicato agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. Questa edizione è organizzata in due sessioni: * il 17 ottobre, dalle 10:00, si terrà la sessione per le scuole * il 20 ottobre, dalle 14:30, si terrà la sessione dedicata alla ricerca La sessione per le scuole si caratterizza per un taglio più divulgativo, ma certamente presenta temi di grande interesse come la necessità di preparare un buon protocollo di studio prima di qualunque ricerca che coinvolga soggetti umani; una spiegazione su base scientifica su come le società calcistiche riescano a ottenere risultati migliori sia dai singoli atleti sia dalle squadre nel loro complesso, accompagnata da una riflessione su come tali risultati si trasferiscano alla società in generale; i risultati di alcune survey condotte sugli adolescenti in tema di comportamenti sostenibili con riferimento al cambiamento climatico e di percezione del proprio futuro. La sessione per la ricerca considera diverse applicazioni degli algoritmi di IA (dal settore energetico, alla manutenzione, alla diagnostica per immagini), l’uso della statistica per analizzare e interpretare processi cognitivi complessi come la lettura, e l’importanza degli studi longitudinali nello studio della società. Entrambe le sessioni sono aperte a tutti gli interessati! Il programma integrale è disponibile al sito: https://stat-cnr.mi.imati.cnr.it/ La partecipazione è gratuita, previa registrazione (a uno o entrambi gli eventi) entro il 10 ottobre sul sito. Vi preghiamo di dare la più ampia diffusione all'iniziativa. ----------------------------------------------------------------------------------------------------------------------- Antonella Bodini Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

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Workshop "ODOSP25: One Day on Optimal Stopping Problems”, Friday September 19th, Padova (IT)
by Bernardo D'Auria 15 Sep '25

15 Sep '25

Dear all, I am pleased to announce that on Friday, September 19th, a short workshop will take place at the University of Padua entitled “ODOSP25: One Day on Optimal Stopping Problems”. The event will be held in room 7B1 of the Math Department (Torre Archimede, Via Trieste 63, 35121 Padova) and will provide an opportunity to discuss recent advances in the study of optimal stopping problems. The aim of the workshop is to bring together several researchers who have made significant contributions to this field, with the hope of stimulating new ideas and discussions on open problems. The participation of young researchers and PhD students is particularly encouraged. For further information, please refer to the following link: https://www.math.unipd.it/~dauria/ODOSP25/ ODOSP25 math.unipd.it Best regards, o n behalf of the organisers, Alessandra Bianchi, David Barbato, and Bernardo D’Auria This workshop is organized thanks to the support of the project SID/BIRD239937 - “Stochastic dynamics on graphs and random structures” and the Department of Mathematics.

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sostegno alla candidatura di Francesco CARAVENNA - elezioni del Consiglio Scientifico del gruppo GNAMPA dell'INdAM
by Antonio DI CRESCENZO 15 Sep '25

15 Sep '25

A tutti gli interessati Desideriamo esprimere il nostro pieno sostegno alla candidatura del Prof. *Francesco CARAVENNA* al Consiglio Scientifico del gruppo GNAMPA dell'INdAM, per le elezioni che si svolgeranno il *17 e 18 settembre 2025*. La sua attività scientifica di altissimo livello, l’ampio raggio dei suoi interessi di ricerca e il costante impegno nella formazione di giovani matematici e nella promozione di iniziative scientifiche rappresentano una garanzia di qualità e di visione per il futuro del gruppo. Il suo contributo sarà prezioso per rafforzare ulteriormente il ruolo del gruppo GNAMPA come riferimento per la comunità matematica italiana e internazionale. *Giacomo Aletti, Luisa Beghin, Luciano Campi, Pietro Caputo, Lucia Caramellino, Paolo Dai Pra, Ernesto De Vito, Antonio Di Crescenzo, Fabrizio Durante, Salvatore Federico, Benedetta Ferrario, Franco Flandoli, Claudio Fontana, Marco Fuhrman, Giambattista Giacomin, Alberto Lanconelli, Domenico Marinucci, Fabio Martinelli, Sonia Mazzucchi, Federico Polito, Enrico Priola, Pietro Rigo, Marco Romito, Laura Sacerdote, Giuseppe Sanfilippo, Enrico Scalas, Dario Trevisan, Dimitrios Tsagkarogiannis*

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4th Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Agliari, Elena 15 Sep '25

15 Sep '25

Dear Colleagues, Following the previous editions - held in Bari [UMI2025 <https://umi-math4aiml2025.uniba.it/>], Milan [UMI2024 <https://dec.unibocconi.eu/mathematics-artificial-intelligence-and-machine-l…>] and Turin [UMI2023 <https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>] - we are glad to announce the *4th workshop of the UMI Group *“Mathematics for Artificial Intelligence and Machine Learning <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop> ”, which will take place on *January 21-23, 2026*, at the *Mathematics Department of Sapienza University of Rome*. The invited speakers are Paola Antonietti (Politecnico di Milano) Annalisa Barla ( Università di Genova) Vincenzo Bonifaci (Università Roma Tre) Massimo Fornasier (Technische Universität München) Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Pierpaolo Vivo (King's College London) The workshop focuses on the interplay between mathematics, artificial intelligence, and machine learning. Its aim is to encourage mathematical research in these areas, promote the dissemination of results, and facilitate interaction with other disciplines. The event will conclude the thematic period on Data Science within the *Eccellenza* Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page <https://sites.google.com/uniroma1.it/excellence-department/home>. In addition to invited talks, the program will feature contributed presentations and a poster session. To register, please visit the workshop website <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop>. Participation is free, but registration is required. Kind regards, The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti

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Seminar at Sapienza University - N. Leonenko - 22/9/2025
by Luisa Beghin 15 Sep '25

15 Sep '25

Dear all, we are pleased to announce the following seminar at the Department of Statistical Sciences, Sapienza University. ——— *Speaker*: Nikolai Leonenko, Cardiff University (UK) *Title*: *Limit theorems for supCAR random fields* *When*: Monday, September 22, 10:00 *Where*: p.le A. Moro, 5, building CU002, room 24 (fourth floor) *Online: *at the following link <https://meet.google.com/fhc-xvdh-cgq> *Abstract*: The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess infinitely divisible marginal distributions. Their second-order properties are characterised by a novel family of covariance functions which can exhibit short- and long-range spatial dependencies. First, the existence of such fields is examined. Then, functional limit theorems for supCAR fields are derived under general assumptions. Four limiting scenarios that depend on the marginals of the underlying autoregressive fields and the specifications of the superposition are identified. Examples of specific supCAR fields, for which the assumptions and results are provided in simple, explicit forms, are presented. The obtained limit theorems can be employed for the statistical inference of supCAR fields. These are joint results with Illia Donhauzer <https://arxiv.org/search/math?searchtype=author&query=Donhauzer,+I> (Kyushu University, Japan) and Andriy Olenko <https://arxiv.org/search/math?searchtype=author&query=Olenko,+A> (La Trobe University, Melbourne, Australia) ——— Best regards, Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *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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JOB: Lectureship in Statistics at KCL
by Fabrizio Leisen 15 Sep '25

15 Sep '25

Dear All, Applications are invited for a Lectureship in Statistics in the Department of Mathematics at King’s College London. You can find the details at : https://www.kcl.ac.uk/jobs/120728-lecturer-in-statistics *Deadline: 30/09/2025* Candidates are expected to have a PhD in Statistics, or a closely related area, and research expertise in some area of statistics. They should demonstrate the potential to lead research of high originality, innovation and depth, with the capacity to make a significant long-term impact in their field. A proven ability or clear potential to attract research funding is also desirable. The successful candidate will be expected to lead a self-directed research programme, which will enhance the Department’s research activity, and to take part in teaching and assessment across its undergraduate and postgraduate programmes. They will be expected to promote the reputation of the Statistics research group through participation in scientific meetings, scholarly engagement, and other externally facing activities. They will also play an active role in the institutional and intellectual development of the Department and undertake administrative responsibilities at the Departmental, Faculty, and University levels, as required. This is a full-time position (35 hours per week), and an indefinite contract will be offered. Best Wishes, Fabrizio -- Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London

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De Finetti seminar: Huyên Pham and Stéphane Crépey, Sept. 24, 2025
by Alessandro Doldi 12 Sep '25

12 Sep '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: Huyên Pham, Ecole Polytechnique (h. 16:00) and Stéphane Crépey, Université Paris Cité (h. 17:00) LOCATION: The seminars will be held on September 24, 2025 starting at 16:00, Aula C20 (Via Colombo 62), Università degli Studi di Milano, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Stefano Favaro in Venice, Seminar at Ca' Foscari University, September 23
by Roberto CASARIN 11 Sep '25

11 Sep '25

Dear all, I'm pleased to invite you to the Seminar in Statistics, which will be held on Tuesday, September 23 at 12:00 in Meeting Room 1 by: Stefano Favaro (University of Torino - Collegio Carlo Alberto), Quasi-Bayes empirical Bayes: a sequential approach to the Poisson compound decision problem (Joint work with Sandra Fortini, Bocconi University) Abstract: The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound decision problem in a streaming or online domain. Adopting a quasi-Bayesian approach, often referred to as Newton’s algorithm, we obtain a sequential Poisson's mean estimate that is easy to evaluate, computationally efficient, and maintain a constant per-observation computational cost as data accumulate. Asymptotic frequentist guarantees of this estimate are established, showing consistency and asymptotic optimality, where the latter is understood as vanishing excess Bayes risk or regret. We demonstrate the effectiveness of our methodology through empirical analysis on synthetic and real data, with comparisons to existing parametric and nonparametric approaches. More information available at https://www.unive.it/data/agenda/3/105362 We are looking forward to welcoming you to Venice. -- 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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[IFIP Performance 2025] Registration Open, Program Online, and Key Updates
by Zocca, A. (Alessandro) 11 Sep '25

11 Sep '25

Dear colleagues, We are pleased to share some important updates regarding the upcoming IFIP WG 7.3 Performance 2025 conference (Amsterdam, Nov 11-13): * The registration is now open at https://cwi-business-society.weticket.io/ifip-performance-2025-conference. The early-bird deadline is September 29, so we encourage you to register soon to benefit from the reduced fee. Please remember that at least one author per accepted paper must register and attend in person. * The conference program is now available at https://performance2025.sciencesconf.org/resource/page/id/4, including four tutorials on Thursday, November 13. * The IFIP WG 7.3 business meeting will take place on the evening of Wednesday, November 12. If you are a member and wish to participate, please email our secretary, Silke, at silke.kleinen(a)cwi.nl<mailto:silke.kleinen@cwi.nl>. * If you would like to make a last-minute request for a student travel grant or a poster submission, please send it to Rob van der Mei at mei(a)cwi.nl<mailto:mei@cwi.nl> as soon as possible (instructions can be found here<https://performance2025.sciencesconf.org/resource/page/id/10> and here<https://performance2025.sciencesconf.org/resource/page/id/2>). We look forward to welcoming you to Amsterdam in November! Alessandro Zocca on behalf of the Performance 2025 Organizing Committee

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First call for papers: 'International Fintech Research Conference' January 29-30, 2026, Pavia
by Giacomo Bormetti 10 Sep '25

10 Sep '25

Dear Colleagues, I've included below the call for papers for the 4th edition of the '*International Fintech Research Conference*', January 29-30, 2026, Pavia. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. A *prize for the best paper* presented at the Conference is established. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, and research projects within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

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