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Workshop "Mean Field Games, Mean Field Control and Applications to Economics and Finance" - online participation
by Marta Leocata 07 Apr '25

07 Apr '25

Dear Colleagues, We would like to remind you that the Workshop ‘Mean Field Games, Mean Field Control and Applications to Economics and Finance’ will be held in Pavia from 9 to 11 April (conference website: https://sites.google.com/view/workshop-mmef ). If you are interested in participating online, this is the link to the conference: https://unipv-it.zoom.us/j/94558116065?pwd=4habA3k14lxf3ZzUoUXAsjJLFEULtb.1 Best, The organizers, Marta Leocata, Daria Ghilli, Giulia Livieri, Daniela Tonon

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Seminario Lorenzo Bertini - Politecnico di Milano - 15 Aprile 2025
by Luca Scarpa 07 Apr '25

07 Apr '25

Si segnala il seguente seminario a tutti gli interessati. Martedì 15 Aprile 2025, ore 14:30. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Lorenzo Bertini, Università di Roma La Sapienza. Title: Dissipative quantum lattice systems. Abstract. We analyze a class of quantum Feller semigroups describing the evolution of interacting quantum lattice systems. By regarding the interacting evolution as a perturbation of a non-interacting dissipative dynamics, we obtain a quantitative criterion that yields the uniqueness of the stationary state together with the exponential convergence of local observables. The analysis is based on suitable a priori bounds on the resolvent equation which yield quantitive estimates on the evolution of local observables. Link Zoom: <https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> polimi-it.zoom.us<https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> [zoom.ico]<https://polimi-it.zoom.us/j/97173290571?pwd=b7JDV8WL4talGvT8AJCr82S8QrO7Vr.1> Link Seminario Polimi: <https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> mate.polimi.it<https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> [apple-touch-icon.png]<https://www.mate.polimi.it/Eventi/?id=2570&sezione_di_ricerca=&stringa=&sub…> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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[IWFOS2025] Early Bird registration deadline is approaching
by Enea Bongiorno 07 Apr '25

07 Apr '25

Apologies for cross-posting*.* ******************************************************************************************* Dear Colleagues, Dear Friends, the early bird registration deadline of the *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025) *is approaching. The conference will take place from *June 25 – 27, 2025 in Novara, Italy*. *Visit our new website at iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/> for more details!* *INVITED SPEAKERS:* - Anne van Delft, Columbia University NY, USA - Holger Dette, RUHR-University Bochum, Germany - Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain - Karel Hron, Palacký University Olomouc, Czech Republic - Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium - Alessandra Menafoglio, Politecnico di Milano, Italy - Pavlo Mozharovskyi, Telecom Paris, France - Anuj Srivastava, Florida State University, USA - Shahin Tavakoli, University of Geneva, Switzerland - Simone Vantini, Politecnico di Milano, Italy ******************************************************************************************* *Workshop Format:* The workshop will feature no parallel sessions, with approximately 30 Oral communications spread over 5 half days. Oral presentations will be selected among the accepted short papers, Poster sessions will accommodate additional contributions not selected for oral presentation. *PUBLICATIONS:* - A *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. ******************************************************************************************* Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková -- 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 ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario PRISMA lunedì 7 aprile 2025 - S. Favaro & M. Beraha
by Sonia Mazzucchi 07 Apr '25

07 Apr '25

Buongiorno, ricordiamo che oggi lunedì 7 aprile dalle 16 alle 17:15 si svolgerà il periodico seminario 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. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi saranno Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) che parleranno di: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie 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/87150580430 ID riunione: 871 5058 0430 Codice d’accesso: 591823 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Stefano Favaro (Università di Torino) e Mario Beraha (Università di Milano Bicocca) TITOLO: Il modello di Ewens-Pitman per partizioni aleatorie e la sua (naturale) estensione alle allocazioni aleatorie RIASSUNTO: Nella prima parte del seminario verrà introdotto il modello di Ewens-Pitman per partizioni aleatorie, presentandone una caratterizzazione in termini di sufficienza predittiva nell’ambito della classe dei modelli di campionamento di specie. Successivamente, verrà offerta una panoramica sui principali teoremi limite relativi al numero di blocchi e blocchi con molteplicità della partizione di Ewens-Pitman, con particolare attenzione alle fluttuazioni quasi-certe, ai principi di grandi deviazioni e alle fluttuazioni Gaussiane. Infine, si illustrerà un’applicazione del modello di Ewens-Pitman alla soluzione Bayesiana del problema della stima della “missing mass”, noto come problema di Good-Turing, e della stima del “unseen”, o problema di Fisher-Efron. Nella seconda parte del seminario si parlerà di allocazioni aleatorie; un’allocazione di N oggetti è un multi-insieme di sottoinsiemi non vuoti degli N oggetti che, al contrario di una partizione, possono non essere mutuamente esclusivi o esaustivi. Partendo dal modello Indian buffet di Ghahramani e Griffiths, che costituisce il naturale analogo del modello di Ewens nel caso di allocazioni, verranno presentati alcuni risultati sull’analisi Bayesiana di allocazioni aleatorie. In particolare, verranno discusse caratterizzazioni di sufficienza predittiva per allocazioni aleatorie, che generalizzano i corrispondenti risultati sui modelli di campionamento di specie. Due illustrazioni relative al problema delle “missing features” verranno descritte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario di Charles Bordenave a Roma Tre il 10 aprile alle 16:30
by Pietro Caputo 04 Apr '25

04 Apr '25

Giovedì 10 aprile alle ore 16.30, Charles Bordenave (CNRS - Marseille) terrà il seminario Title: Cutoff for geodesic paths on hyperbolic manifolds Abstract: This is a joint work with Joffrey Mathien. We establish new instances of the cutoff phenomenon for geodesic paths and for the Brownian motion on compact hyperbolic manifolds. We prove that for any fixed compact hyperbolic manifold, the geodesic path started on a spatially localized initial condition exhibits cutoff. Our work also extends results obtained by Golubev and Kamber on hyperbolic surfaces of large volume to any dimension. More generally, we will discuss ongoing works on the cutoff phenomenon in mixing dynamical systems. Il seminario si svolgerà presso il Dipartimento di Matematica e Fisica di Roma Tre, Lungotevere Dante 376 - aula M1. -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo

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Seminar Giorgia CALLEGARO
by Antonello Pesce 03 Apr '25

03 Apr '25

Dear all, On APRIL 16th, at the Department of Mathematics of the University of Bologna and online at this LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZDIwNjRlNjMtMGYzMi00NT…>, the following seminar will take place: 11:00-12:00: Giorgia CALLEGARO “CYBER-SECURITY INVESTMENT STRATEGIES IN A STOCHASTIC GORDON-LOEB MODEL WITH ATTACKS CLUSTERING” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/04/16/giorgia-callegaro <https://seminari.dm.unibo.it/mat/seminars/2025/04/16/giorgia-callegaro> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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2-year postdoc position in Padova - deadline April, 15
by Tiziano Vargiolu 03 Apr '25

03 Apr '25

Please circulate among all the potential interested people. ------------------------- INdAM (Istituto Nazionale di Alta Matematica) invites applications for a two-years postdoctoral position in probability and applications (MATH-03/B). The successful candidate is expected to integrate the group of probability and mathematical finance of the Department of Mathematics of the University of Padova. The call (in Italian) is available here: https://www.altamatematica.it/progetti-pnrr/ Research topics of the group include: - Statistical mechanics: interacting particle systems, disordered systems, random matrices and graphs, percolation, Gaussian models of statistical mechanics (Gaussian free fields, spin glasses), models for life sciences. - Markov chains: ergodic behavior of Markov chains, cut-off phenomena, queueing theory and stochastic networks. - Stochastic control theory and mean-field games: Chaos propagation, infinite-dimensional Hamilton Jacobi equations, Nash equilibria, controlled McKean-Vlasov dynamics, filtering problems, Schrödinger bridges. - Stochastic algorithms and machine learning: Sinkhorn algorithm for entropic transport, score-based generative models, flow matching algorithms. - Finance: Volterra, fractional and Hawkes processes. Control problems and stochastic games in finance. Numerical probability. Applications: (rough) volatility models, interest rate models, models for energy markets and for the optimal management of renewable sources, cybersecurity, insurance problems. Please note the short deadline for applications (April 15). The gross yearly salary is 40.000 euros. Interested candidates can contact the members of the probability and math finance team in Padova: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit… 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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BioInference2025 (28-30th May, Bardonecchia, Italy) - Registration now open
by Enrico Bibbona 03 Apr '25

03 Apr '25

Dear all, registrations are now open for the 4th BioInference conference (https://bioinference.github.io/2025/) which is taking place in Bardonecchia, a town in the Alps near Turin, Italy, on the 28th-30th May 2025. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with (broadly defined/intended) biological systems, to foster discussions and prompt collaborations between the two communities at all career stages. If you would like to attend the conference, please sign up by the 14th April (tickets are limited and on a first come first served basis) at https://bioinference.github.io/registration<https://bioinference.github.io/registration/> Note that the registration is considered completed and successful only after having paid the €185 registration fee (covering three lunches, all coffee breaks and one dinner) and the accommodation fee (which is highly recommended, but not mandatory). May is the low season in Bardonecchia, so most of the hotels are closed. However, we secured single and double rooms in two partner hotels, Hotel Rivè<https://www.hotelrive.it/> and Hotel Cà Fiore<https://www.cafiore.it/>, 100m apart, to favour further networking among participants, at a discounted price of • 108€ per night (with breakfast, single occupancy) * 160€ per night (with breakfast, double occupancy). These rooms need to be booked at the time of the registration, paying the cost in advance, by specifying the number of nights you need the booking for. If you wish to look for alternative accommodation (possible but not recommended), you can then select the option "Registration only" on the registration page, being aware of the low availability. Please make sure to have your Italian “Codice Fiscale” (VAT number) or your passport number at the time of registration. The conference will consist of contributed talks and poster sessions, with more than 20 talks and 30 poster presentations. The three day schedule and the full list of poster presentations can be found at https://bioinference.github.io/2025/, while a list of confirmed talks include: * Jennifer Asimit (University of Cambridge MRC Biostatistics Unit) - TBC * Veronica Biancacci (Vrije Universiteit Brussel) - Physics-Informed model-based reinforcement learning for pandemic mitigation * Margherita Bruno (CentraleSupélec-Université Paris-Saclay) - Inferring the acquisition age of JAK2-V617F mutation in MPN patients from phylogenetic data and an ABC-SMC model selection procedure * Alberto Cassese (University of Florence) - Bison - Bi-clustering of spatial omics data with feature selection * Andrea Corbetta (Human Technopole) - Genetics helps determine differences in response to statin treatment: analysis on short and long-term low-density lipoprotein cholesterol trajectories * Diego di Bernardo (Telethon Institute of Genetics and Medicine) - TBC * Andrew Golightly (Durham University) - Accelerating Bayesian inference for stochastic epidemic models using incidence data * Henrik Häggström (Chalmers University) - Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology * Ferdinando Insalata (Imperial College London) - Mutational signatures of deterministic and noise-induced evolutionary mechanisms * Hetvi Jethwani (Imperial College London) - The role of rare somatic mtDNA mutations in proliferative tissue aging * Zhana Kuncheva (Bioxcelerate AI) - TBC * Anastasia Mantziou (University of Warwick) - Bayesian model-based clustering for populations of network data * Antonietta Mira (Universita’ della Svizzera Italiana) - TBC * Yoav Ram (Tel Aviv University) - Quantifying Cultural Evolution Using Population Genetic Methods * Hélène Ruffieux (University of Cambridge) - A Bayesian functional factor model for high-dimensional molecular curves * Davide Risso (University of Padova) - TBC * Jaromir Sant (University of Turin) - Inference of genome-wide genealogical relationships between ancient and modern individuals * Florian Schunck (Osnabrück University) - Modeling the Bigger Picture: Hierarchical Approaches for Integrating Diverse Toxicological Data in Mechanistic Models * Nicholas Steyn (University of Oxford) - SMC methods for epidemic renewal models * Ben Swallow (University of St Andrew's) - TBC * Jonasz Słomka (ETH Zurich) - TBC * Simone Tiberi (University of Bologna) - IsoBayes: a Bayesian approach for single-isoform proteomics inference More information, e.g. travel funding for early career researchers, practical information on how to get to Bardonecchia, etc. is available on the conference webpage https://bioinference.github.io/2025/ We are looking forward to seeing you at BioInference2025 in Bardonecchia. Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

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07.04--11.04: Mini-course Schmidt-Hieber at Tor Vergata
by Michele Salvi 03 Apr '25

03 Apr '25

Dear all, From the 7th until the 11th of April, RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host <https://jschmidthieber.personalweb.utwente.nl/> <https://jschmidthieber.personalweb.utwente.nl/>Johannes Schmidt-Hieber <https://jschmidthieber.personalweb.utwente.nl/> (University of Twente) with the mini-course Statistical theory of deep learning The schedule is as follows: Mon 14:00-16:30, Wed 14:00-16:30, Fri 14:00-16:30. All lectures will be held in Aula Dal Passo in the Math Department of university of Rome, Tor Vergata. Here is the program for the three lectures: Lecture 1. Intro and theory for shallow networks Perceptron convergence theorem Universal approximation theorem Approximation rates for shallow neural networks Barron spaces Lecture 2. Theory for deep networks Advantages of additional hidden layers Deep ReLU networks Misclassification error for image deformation models Lecture 3. Theory of gradient descent in machine learning Optimization in machine learning Weight balancing phenomenon Analysis of dropout Benign overfitting Grokking We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminars are part of the Excellence Project MatMod@TOV.

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[CfP] - Special Session on High Performance Computing for AI-driven Genomics - CIBB 2025
by Lorenzo Di Rocco 03 Apr '25

03 Apr '25

[Apologies if you receive multiple copies of this CfP] =================================================================== Special Session on High Performance Computing for AI-driven Genomics @ CIBB 2025 =================================================================== Call for Papers =================================================================== September 10 - 12, 2025, Milan, Italy Conference Website: https://www.bioinformatics.polimi.it/CIBB2025/#special-tracks =================================================================== Aims and Scope: ------------------------------------------------------------------------------ The growing availability of genomic data represents both a vast resource and a significant computational challenge. This enormous volume of data provides valuable insights into the DNA structure of organisms. However, processing a massive amount of genomic sequences demands substantial computational power. High-Performance Computing (HPC) infrastructures have become pivotal for efficiently exploring, analyzing, and interpreting large genomic collections, enhancing advancements across all fields of computational genomics. Moreover, GPU-accelerated computing enables highly parallelized operations, significantly improving the efficiency of deep learning models, large-scale sequence alignments, and genomic simulations. This special session aims to bring together researchers working at the intersection of deep learning, High-Performance Computing (HPC), including GPU-accelerated computing, alongside genomic data modeling and analysis. By focusing on the integration of advanced computational techniques with genomic research, the session fosters collaboration and innovation in developing new methodologies for tackling the challenges posed by large-scale genomic datasets. ------------------------------------------------------------------------------ Topics of Interest: ------------------------------------------------------------------------------ - Deep Learning for Genomic Data Modeling - Generative Models for Synthetic Genomes Generation - Computer Vision Integration in Computational Genomics - Modeling Genome and Pangenome Large-Scale Graphs with Graph Neural Networks - Leveraging Large Language Models (LLMs) in Genomic Data Science - Explainable AI in Genomics: Methods and Applications - High-Performance Computing for Scalable Genomic Workflows ------------------------------------------------------------------------------ Special Session Organizers: ------------------------------------------------------------------------------ Ilaria Billato, University of Padova, Italy Riccardo Ceccaroni, Sapienza University of Rome, Italy Emanuel Di Nardo, University of Naples Parthenope, Italy Lorenzo Di Rocco, Sapienza University of Rome, Italy Umberto Ferraro Petrillo, Sapienza University of Rome, Italy ------------------------------------------------------------------------------ Important Dates: ------------------------------------------------------------------------------ - Short paper submission: April 30, 2025 - Acceptance/rejection notification: June 23-30, 2025 - Camera-ready short paper submission: July 6, 2025 - Conference: September 10 - 12, 2025 ------------------------------------------------------------------------------ Proceedings: ------------------------------------------------------------------------------ Submitted contributions will be peer-reviewed, and all accepted papers presented at the conference will be invited to submit extended versions for publication in the Springer Lecture Notes in Bioinformatics (LNBI) or a selected top bioinformatics journal. ------------------------------------------------------------------------------ Lorenzo Di Rocco Postdoctoral Researcher Department of Statistical Sciences La Sapienza - University of Rome P.le Aldo Moro, 5 00185 - Rome, Italy e-mail: lorenzo.dirocco(a)uniroma1.it

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