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Avviso di seminario - Prof. Kei Kobayashi
by luigia.caputo 04 Nov '25

04 Nov '25

Il giorno 10 novembre 2025, alle ore 15:00, in SP1L, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "Eﬀect of random time changes on Loewner hulls" Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. Sarà possibile seguire il seminario anche on line all'indirizzo: Seminario Prof. Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams [1] Cari saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3820570043887?p=SREudpw04NV0e4hOLU

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[STAR Seminars] Tuesday Nov 11 - Paul Ehling
by Leonardo Tarquini 03 Nov '25

03 Nov '25

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series Tuesday, November 11th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/62796699609>. The speaker is Paul Ehling (BI Norwegian Business School) with the talk: Title: Asset pricing implications of default Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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4-year PhD position in probability, University of Innsbruck, Austria
by Ecaterina Sava-Huss 03 Nov '25

03 Nov '25

Dear colleagues, we would like to draw your attention to an open PhD position in probability theory for 4 years 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 4-year PhD 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. The group description can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/research-group.html * Specific topics include random walks on infinite graphs and groups, branching random walks, quantum random walks, sandpile models. *Profile: * * Completed subject-related Master's degree program * Excellent qualifications in stochastics/probability theory (e.g. Master thesis or publications) * Please enclose to your application relevant courses, research seminars in the area of stochastics * Please give the names of two contact persons that can write a recommendation letter on your behalf. *Application: *We look forward to receiving your online application (link below) by November 14, 2025. The applications should be submitted online here:*https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=15283* *Starting date: *anytime after 15.02.2026 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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DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 03 Nov '25

03 Nov '25

Dear Colleagues, Together with Çağın Ararat, Asmerilda Hitaj, and Elisa Mastrogiacomo, I am guest editing a Special Issue of *Decisions in Economics and Finance* (Springer) entitled: *"Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches"* The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance pricing. We would be very glad if you consider submitting a paper to this special issue. Here below you can find some additional details and the link to the Call for Papers. 📅 *Submission window*: September 1 – December 31, 2025 📌 *Call for Papers*: https://link.springer.com/journal/10203/updates/27789270 📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx Should you have any questions, please feel free to get in touch with any of us. Best regards, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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JOB ALERT: Two-year Postdoctoral Research Position within an ERC Project
by Livia Mian 03 Nov '25

03 Nov '25

Gentilissimi/e, Il Dipartimento di Scienze Statistiche dell’Università di Padova ha indetto una procedura selettiva per il conferimento di un contratto di ricerca di durata biennale nell’ambito del progetto "*SPECOLA – Spatial Transcriptomics through the Lens of Statistical Modeling and AI*", finanziato dallo European Research Council (ERC). La persona selezionata lavorerà sotto la supervisione del Prof. Davide Risso e si occuperà dello sviluppo di modelli statistici per l’analisi spaziale dei trascritti e delle cellule per: - Studiare l’organizzazione spaziale dei trascritti intra e tra cellule, permettendo l’identificazione di trascritti co-localizzati e di trascritti localizzati in specifici compartimenti cellulari; - Studiare l’organizzazione spaziale delle cellule, permettendo l’identificazione di strutture di vicinato cellulare e domini spaziali nei tessuti. Per requisiti, modalità di selezione e invio della candidatura consultare la pagina: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03 *Scadenza: 28 Novembre 2025* ore 13:00 *** Dear all, The Department of Statistical Sciences at the University of Padua has opened a 2 year postdoc position in the frame of the project *"SPECOLA – Spatial Transcriptomics through the Lens of Statistical Modeling and AI"*, funded by the European Research Council (ERC). The selected candidate will work under the supervision of Prof. Davide Risso and will lead the efforts related to the development of statistical models for the spatial analysis of transcripts and cells. In particular, the candidate will: - study the spatial organization of transcripts within and across cells, allowing the identification of co-localized transcripts and transcripts preferentially located in certain cell compartments; - study the spatial organization of cells, allowing the identification of cellular neighborhoods and spatial domains. For full details on requirements and the selection procedure please check: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03 *Deadline: 28 November 2025, *1:00 pm CET Best regards, -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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scholarships for master program in Paris
by CRISTINA TONINELLI 03 Nov '25

03 Nov '25

—— Dear colleagues, Paris Graduate School for Mathematical Sciences (PGSM), the master scholarships program of the Fondation Sciences Mathématiques de Paris, is opening it international call for applications from Monday November 3rd 2025 to Tuesday February 3rd 2026 (deadline at 11:59 p.m., Paris time). The call is open to L3 or M1 students from universities outside of France. Offer description: https://sciencesmaths-paris.fr/en/pgsm-master Application form: https://applications.sciencesmaths-paris.fr/en/call-for-pgsm-master-893.htm Feel free to circulate this message to your contacts. --- Bien cordialement, [cid:2ca5f34c-f952-41af-b074-b585c28ea03b]

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Seminario on-line PRISMA lunedì 3 novembre 2025 - L. Benigni & G. Cipolloni
by Sonia Mazzucchi 03 Nov '25

03 Nov '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 oggi *lunedì 3 novembre* 2025. I relatori saranno *Lucas Benigni *(Università di Montreal) e *Giorgio Cipolloni* (Università di Roma 2 Tor Vergata) che parleranno di: *The mystery of universality in Random Matrix Theory*. 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/88089787189 ID riunione: 880 8978 7189 Codice d’accesso: 144017 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lucas Benigni (Università di Montreal) e Giorgio Cipolloni (Università di Roma 2 Tor Vergata) TITOLO: The mystery of universality in Random Matrix Theory. RIASSUNTO: Over the past fifteen years, our understanding of universality in random matrix theory has undergone a remarkable transformation. For many models of large random matrices, it is now known that both eigenvalue statistics and eigenvector structures exhibit universal behavior that depends only on the symmetry class and not on the fine details of the matrix entries. This universality lies at the heart of deep conjectures in mathematical physics—connecting topics as diverse as quantum chaos, number theory, and high-dimensional statistics—and has become one of the major success stories of modern probability theory. In this two-part colloquium, we will survey these advances with a focus on Wigner matrices, Hermitian or symmetric random matrices with i.i.d. entries up to the symmetry constraint. The first part will discuss universality of eigenvalues, from local spectral laws to modern proofs of universality of local statistics. The second part will turn to eigenvectors, highlighting recent progress on delocalization, quantum ergodicity, and eigenvector statistics.

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New COST Action on Stochastic Differential Equations
by Alessandro Ramponi 31 Oct '25

31 Oct '25

Dear Colleagues, We are pleased to announce the launch of a new COST Action devoted to advancing research and collaboration in the broad field of Stochastic Differential Equations (SDEs) and their applications across probability, statistics, and related disciplines. This Action brings together researchers from across Europe and beyond who are working on the mathematical, computational, and applied aspects of stochastic dynamics. It aims to create an interdisciplinary network connecting experts in probability theory, mathematical statistics, stochastic analysis, and applied modeling. The Action supports scientific networking by organising workshops, training schools, seminars, and supporting short-term scientific missions by its members to other countries. Our scientific work is organized around five Working Groups: 1. WG1: Theory of SDEs 2. WG2: Numerical and Computational Methods 3. WG3: Inference and Statistics for SDEs 4. WG4: Applications and Modeling 5. WG5: Education, Dissemination, and Networking We invite researchers and students interested in any of these areas to participate in the Action’s activities — workshops, training schools, and collaborative projects. Participation is open to scientists from all COST member countries. For further information and to join a Working Group, please visit https://www.cost.eu/actions/CA24104/ Best regards, Alessandro Ramponi (COST Action Management Committee)

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Seminars in Statistics at Collegio Carlo Alberto - Fadoua BALABDAOUI (ETH ZURICH)
by Matteo Giordano 31 Oct '25

31 Oct '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 07/11/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Fadoua BALABDAOUI (ETH ZURICH) Title: Unmatched linear regression: Asymptotic results under identifiability Abstract: Consider the regression problem where the response $Y\in \mathbb R$ and the covariate $X\in \mathbb R^d $ for $d\geq 1$ are unmatched. Under this scenario we do not have access to pairs of observations from the distribution of $(X, Y)$, but instead we have separate data sets $\{Y_i\}_{i=1}^n$ and $\{X_j\}_{j=1}^m$, possibly collected from different sources. We study this problem assuming that the regression function is linear and the noise distribution is known or can be estimated. We introduce an estimator of the regression vector based on deconvolution (the DLSE) and demonstrate its consistency and asymptotic normality under an identifiability assumption. Under non-identifiability of the regression vector but identifiability of the distribution of the predictor, we construct an estimator of the latter based on the DLSE and show that it converges to the true distribution of the predictor at the parametric rate in the Wasserstein distance of order 1. We illustrate the theory with several simulation results. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 05/11/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Maria Kalli and Jim Griffin Seminars at Ca' Foscari University of Venice - 3 November 2025
by Roberto CASARIN 31 Oct '25

31 Oct '25

Dear Colleagues, I'm pleased to invite you to the Department Seminars, which will be held on Monday, November 3 at 11:00 in Meeting Room 1 with the following schedule: - 11:00-12:00: *Maria Kalli *(*King's College London*), Network Modeling of Asynchronous Change-Points in Multivariate Time Series - 12.15- 13.15: *Jim Griffin* (*University College London*), Some approaches to modelling high-dimensional multivariate time series All the interested researchers are warmly invited to attend in person or online! Best regards Roberto Casarin (and on behalf of the Organizing Committee) More information and Zoom link are available here: https://www.unive.it/data/agenda/1/104528 https://unive.zoom.us/j/81247640154?pwd=rPM81OcUZRb5VIW4NSHwOPLurD01le.1 *Title*: Network Modeling of Asynchronous Change-Points in Multivariate Time Series *Abstract *: We introduce a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by change-points in some other (lagging) series. Such dynamic dependence structure is common in fields such as seismology and neurology where a latent event such as an earthquake or seizure causes certain sensors to register change-points before others. We model these lead-lag dependencies via a latent directed graph and provide a hierarchical prior for learning the graph’s structure and parameters. Posterior inference is made tractable by modifying particle MCMC methods designed for univariate change-point problems. We apply our method to both simulated and real datasets from the fields of seismology and neurology. In the simulated data, we find that our method outperforms competing methods in settings where the change-point locations are dependent across series. In the real data applications we show that our model can also uncover an interpretable network structure. *Title*: Some approaches to modelling high-dimensional multivariate time series *Abstract*: There has been an increasing interest in modelling high-dimensional multivariate economic time series. Many models build on the work-horse Vector AutoRegression (VAR) and its time-varying extension to TVP-VAR. These models can provide better forecasts and structural analysis than low-dimensional models (particularly during crisis periods) but the large number of parameters can be challenging both inferentially and computationally. In this talk, I will review two recent approaches. The first is the Tensor VAR (TVAR) model which uses a tensor structure to achieve dimension reduction in the coefficient matrices of the VAR. I will discuss Bayesian inference in these models and an extension to a time-varying parameter model. The second approach considers the time-varying Factor Augmented VAR (FA-VAR) and uses an autoencoder to extract low-dimensional non-linear factors from high-dimensional data. I will discuss how a shrinkage prior using groupings of the variables can lead to identifiable factors and better predictive performance. -- 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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