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Stat Learning position in Luxembourg
by Giovanni Peccati 26 Mar '25

26 Mar '25

Dear Colleagues, A new position (Assistant/Associate level) in *Statistical Learning *is open at the *Department of Mathematics of Luxembourg University (DMATH)*. Deadline for applications; *June 30th, 2025* Here is a link to the official announcement: http://emea3.mrted.ly/3uk09 With kind regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ------------------------------------------ President of the Luxembourg Mathematical Society https://math.uni.lu/sml/ ------------------------------------------ homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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Fwd: International Seminar on SDEs ... : Apr 11: Arnaud Debussche
by Gianmario Tessitore - UNIMIB 26 Mar '25

26 Mar '25

Diffondo volentieri ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: Mer 26 Mar 2025, 07:15 Subject: International Seminar on SDEs ... : Apr 11: Arnaud Debussche To: <gianmario.tessitore(a)unimib.it> Best regards, Stefan Dear Colleague, tomorrow, Friday, April 11 , (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 Apr 11, 2025 *Arnaud Debussche* (ENS Rennes, France) will speak about *From correlated to white transport noise in fluid models* Abstract: Stochastic fluid models with transport noise are popular, the transport noise models unresolved small scales. The main assumption in these models is a very strong separation of scales allowing this representation of small scales by white - i.e. fully decorrelated - noise. It is therefore natural to investigate whether these models are limits of models with correlated noises. Also, an advantage of correlated noises is that they allow classical calculus. In particular, it allows to revisit the derivation of stochastic models from variational principles and allows to derive an equation for the evolution of the noise components. The advantage of having such an equation is that in most works, the noise components are considered as given and stationary with respect to time which is non realistic. Coupling stochastic fluid models with these gives more realistic systems. ===== about the speaker ==== Arnaud Debussche is a prominent French mathematician specializing in stochastic partial differential equations and their applications. Born in 1965, he attended the École Normale Supérieure de Saint-Cloud,where he pursued advanced studies in mathematics. He earned his Ph.D. from Université d'Orsay in 1989. Following a postdoctoral position at Indiana University, he joined the National Center for Scientific Research (CNRS) in 1992. In 2000, he became a full professor at the École Normale Supérieure de Rennes, where he continues to contribute significantly to the field. Throughout his career, Professor Debussche has made substantial contributions to the analysis and numerical simulation of stochastic partial differential equations, particularly in fluid dynamics. His work includes studies on the stochastic Navier–Stokes equations and the stochastic nonlinear Schrödinger equation. He has also co-edited scholarly works on stochastic partial differential equations, reflecting his active engagement in advancing mathematical understanding in this area. Professor Debussche's research has been widely recognized and cited, underscoring his influence in the mathematical community. His ongoing work continues to shape the study of stochastic processes and their applications in complex systems. ========our webpage is ======================== https://users.jyu.fi/~chgeiss/271828.html

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mini workshop a Pavia, 16 giugno
by Benedetta Ferrario 25 Mar '25

25 Mar '25

Carissime/i, segnaliamo che lunedì 16 giugno presso il Dipartimento di Matematica dell’Università di Pavia si terrà una giornata di seminari dal titolo "One-day workshop on SPDEs" La giornata è dedicata a Zdzislaw Brzezniak, che sarà ospite del Dipartimento nel mese di giugno. Ecco il link <https://sites.google.com/unipv.it/workshop-spdes-2025/home-page> al sito della conferenza, in cui trovate i dettagli. La scadenza per la registrazione - obbligatoria per motivi organizzativi - è il 2 maggio. Arrivederci a Pavia! Il comitato organizzativo Franco Flandoli, Enrico Priola, Benedetta Ferrario

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ESPIDAM - European Summer Program in Infectious Disease Analysis and Modelling
by Martina Favero 24 Mar '25

24 Mar '25

Dear all, We are happy to invite you to the second *European Summer Program in Infectious Disease Analysis and Modelling (*ESPIDAM*). * *Time*: June 23-27, 2025 *Location*: Stockholm University, Sweden *Registration Deadline*: May 31 (early birds: March 31) *Suitable participants*: PhD students, PostDocs, Public Health scientists and others interested *Structure*: The summer program consists of 7 course modules of which participants can attend one or two. *More information*: www.math.su.se/espidam *Contact: *espidam(a)math.su.se *Advisory board:* Tom Britton (chair), Simon Cauchemez, Sebastian Funk, Niel Hens, Mirjam Kretzschmar, Lorenzo Pellis Please spread to others you think might be interested. The early registration deadline is in one week. Warmly welcome! The local organising committee Tom Britton, Martina Favero and Fanny Bergrström

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Seminario PRISMA lunedì 7 aprile 2025 - S. Favaro & M. Beraha
by Sonia Mazzucchi 24 Mar '25

24 Mar '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. Da quest'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 7 aprile 2025. I relatori 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 Enrico Biffis presso Memotef (Sapienza)
by Gabriele Stabile 24 Mar '25

24 Mar '25

Cari Colleghi, Vi informo che *mercoledì 26 marzo 2025*, alle ore 14,00 Il Prof. *Enrico Biffis* terrà il seminario dal titolo: Robust climate risk management (abstract disponibile al link https://memotef.web.uniroma1.it/it/seminario-enrico-biffis-26-marzo-2025) Il seminario avrà luogo presso l’aula matematica (facoltà di economia, primo piano) via del Castro Laurenziano 9, Roma Link per la partecipazione da remoto: https:// <https://meet.google.com/xwz-jhni-jic>meet.google.com/goj-ibvz-fdy <https://meet.google.com/goj-ibvz-fdy?hs=122&authuser=0> Gabriele Stabile

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OWABI - Meïli Baragatti - March 27 - 11am UK time
by Massimiliano Tamborrino 24 Mar '25

24 Mar '25

Dear all, the next OWABI seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching, being scheduled on Thursday the 27th March at 11am UK time. Our next speaker is Meïli Baragatti<https://www.vinifera-euromaster.eu/team/meili-baragatti/> (Université de Montpellier), who will talk about "Approximate Bayesian Computation with Deep Learning and Conformal Prediction", with an abstract reported below. Abstract: Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms and rely on the choice of so-called summary statistics, distances between datasets and a tolerance threshold. Recently, methods combining ABC with more complex machine learning algorithms have been proposed to mitigate the impact of these "user-choices''. In this talk, I will present you the first, to our knowledge, ABC method completely free of summary statistics, distance, and tolerance threshold. Moreover, in contrast with usual generalizations of the ABC method, it associates a confidence interval (having a proper frequentist marginal coverage) with the posterior mean estimation (or other moment-type estimates). This method, named ABCD-Conformal, uses a neural network with Monte Carlo Dropout to provide an estimation of the posterior mean (or other moment type functionals), and conformal theory to obtain associated confidence sets. I will compare its performances with other ABC methods on several examples, and show you that it is efficient for estimating multidimensional parameters, while being "amortized". Keywords: Likelihood-free inference · Approximate Bayesian computation · Convolutional neural networks · Dropout · Conformal prediction Reference: M. Baragatti, B. Cloez, D. M´etivier, I. Sanchez. Approximate bayesian computation with deep learning and conformal prediction. Preprint at ArXiv: 2406.04874, 2024. This talk is hosted on the OWABI Ms Teams Channel, which is available here https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…. The MS Teams link to join Meïli Baragatti's talk is https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 328 977 159 098 Passcode: zy9vS32A We're looking forward to seeing you at the next OWABI seminar, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Ph.D. course by Vojkan Jaksic - Dip. Matematica - La Sapienza
by Faggionato, Alessandra 22 Mar '25

22 Mar '25

Buongiorno, nell'ambito delle attività del Progetto di Eccellenza 2023-2027 del Dipartimento di Matematica "G. Castelnuovo" il professor *Vojkan Jakšic* (McGill University, Montreal & Politecnico di Milano, Milano) terrà un corso di dottorato intitolato *MODERN NON-EQUILIBRIUM STATISTICAL MECHANICS* secondo il seguente calendario: *PART I. Classical Statistical Mechanics* I.1) giovedì 3 aprile, ore 12:00-13:30, sala di Consiglio I.2) giovedì 3 aprile, ore 15:30-17:00, aula L I.3) venerdì 4 aprile, ore 12:00-13:30, sala di Consiglio I.4) venerdì 4 aprile, ore 15:00-16:30 sala di Consiglio *II. INTERLUDE: Elements of C*-algebras theory for Statistical Mechanics* (introductory material for students) Lunedì 7 aprile, ore 10-13, sala di Consiglio *III. Quantum Statistical Mechanics* Per evitare sovrapposizione con il workshop "*Stochastic Equations and Particle Systems*", questa parte del corso viene posticipata ad una successiva settimana di aprile, da concordarsi con i partecipanti alla prima parte. Tutte le attività si svolgeranno presso il Dipartimento di Matematica "G. Castelnuovo". Tutte le persone interessate sono benvenute. Si assume che i/le partecipanti abbiano una conoscenza di base dei metodi matematici della Meccanica Statistica e della Meccanica Quantistica. Il programma del corso, in allegato, è stato leggermente modificato rispetto al primo annuncio. -- ************************************************* 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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Keynote Lineup & Call for Papers – IFIP Performance 2025
by Zocca, A. (Alessandro) 21 Mar '25

21 Mar '25

Dear colleagues, We are pleased to announce an exciting lineup of keynote speakers for the IFIP Performance 2025 conference, which will take place at Centrum Wiskunde & Informatica (CWI) in Amsterdam from November 11 to 14, 2025: * Dr. Mark Squillante (IBM Research) “At the Intersection of Applied Probability, Performance Evaluation and Quantum Computing” * Prof. Pierre Pinson (Imperial College London) “Analytics of Energy Markets and Networks” * Prof. Nelly Litvak (TU Eindhoven) “Random Walks on Complex Networks” * Dr. Remco Litjens (TNO and TU Delft) “Performance Challenges for 6G Mobile Networks” We also want to remind you about our call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>, encourage you to submit your work, and join us for an exciting conference. IFIP Performance 2025 is an excellent venue to share cutting-edge research on performance evaluation methodologies and their diverse applications. Key areas of interest include: * Methodologies: Analytical modeling, resource allocation, queueing theory, optimization, machine learning, statistical analysis, simulation, anomaly detection, sustainability analysis, and system performance monitoring. * Application areas: AI/ML platforms, blockchain, cloud and edge computing, HPC, cyber-physical systems, IoT, smart grids, social networks, data centers, quantum computing, wireless networks, and security systems. The submission platform is now online at https://performance2025.sciencesconf.org/ and will be open for submissions on May 1, 2025. Detailed submission guidelines and requirements are available here<https://performance2025.sciencesconf.org/resource/page/id/1>. Please note that the abstract submission deadline is May 25, 2025 (AoE), while the full paper submission deadline is June 1, 2025 (AoE). Accepted regular papers will be published in Performance Evaluation (PEVA), with extended abstracts in ACM Performance Evaluation Review (PER). Authors may alternatively opt for expedited review in ToMPECS, QUESTA, or Stochastic Models. We look forward to your submissions and participation! Best regards, Alessandro Zocca (on behalf of the IFIP Performance 2025 organizers)

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PhD positions in Mathematical Statistics at Stockholm University
by Martina Favero 21 Mar '25

21 Mar '25

Dear all, The Department of Mathematics at Stockholm University invites applications for 1-2 PhD student positions in mathematical statistics, with a wide range of topics in probability and statistics to choose from. The application deadline is April 22. For more details, see the advertisement: https://su.varbi.com/en/what:job/jobID:805151/ Best wishes, Martina

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