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Rome Workshop on Log-Correlated Fields and SPDEs
by Tommaso Cornelis Rosati 24 Aug '26

24 Aug '26

Dear all, We are pleased to announce the Rome Workshop on Log-Correlated Fields and SPDEs, taking place on 21-22 September at Villa Mondragone (Università di Roma Tor Vergata). The workshop brings together researchers working on log-correlated fields, random matrices and critical SPDEs. The list of speakers and the programme are available at: https://sites.google.com/view/log-spde-rome If you are interested in participation you are welcome to reach out. Best wishes, Tommaso Rosati and Giorgio Cipolloni

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IMS Tom Kurtz award and lecture
by Cristina Caroli Costantini 24 Aug '26

24 Aug '26

Vorrei segnalare che l'Institute of Mathematical Statistics ha costituito un fondo di donazioni per finanziare un premio biennale in onore di Tom Kurtz. Il premio consiste nell'invito a tenere una conferenza plenaria a Stochastic Networks - un convegno cosponsorizzato dall'IMS che si tiene ogni due anni - con le spese di viaggio pagate. Tom è stato, insieme a Peter Glynn, il fondatore di questo convegno periodico. Il convegno è concepito per coprire uno spettro di argomenti piuttosto ampio, che include molte delle aree in cui Tom ha lavorato. Il fondo verrebbe gestito dall'IMS in modo da finanziare permanentemente il premio, con il proprio rendimento. Chi volesse contribuire può farlo, con carta di credito, sulla pagina https://imstat.org/shop/donation/ dove sono elencati i fondi di donazione dell'IMS in ordine alfabetico. Un saluto cordiale a tutti, Cristina Costantini

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PhD position in Mathematical Foundations of Machine Learning at University of Bern
by Andrea Agazzi 14 Aug '26

14 Aug '26

Dear Colleagues, The Department of Mathematics and Statistics of the University of Bern is seeking an excellent candidate for a PhD position in the area of Mathematical Foundations of Machine Learning under my supervision with an expected starting date in Fall Semester 2026, or by agreement (we are quite flexible). For further details concerning the position, application procedure, salary, and eligibility requirements, please follow this link: https://jobs.unibe.ch/job-vacancies/phd-position-in-mathematical-foundation… Review of applications will begin in the *last week of August 2026* and continue until the position is filled. I would be grateful if you could circulate this announcement to potential candidates. Best wishes, Andrea Agazzi (andrea.agazzi(a)unibe.ch)

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PhD/Postdoc position - Ruhr University Bochum
by Nicola Turchi 13 Aug '26

13 Aug '26

Dear colleagues, I am pleased to share the following call for applications. Please feel free to circulate this within your networks. __________ PhD or Postdoctoral Position in Probability Theory *Ruhr University Bochum – Faculty of Mathematics* *Application deadline: September 1, 2026* The Faculty of Mathematics at Ruhr University Bochum invites applications for a PhD or Postdoctoral position in Probability Theory. The starting date is flexible, but preferably no later than January 2027. The position is part of the research group of Prof. Christoph Thäle, which focuses on stochastic geometry and geometric probability. The group studies the asymptotic behavior of random spatial structures, ranging from discrete to high-dimensional models, using methods from probability theory and geometric analysis. We are looking for a highly motivated candidate who wishes to conduct independent research in a modern area of probability theory, ideally with a focus on stochastic geometry. Applicants should hold an excellent Master’s degree (for the PhD position) or PhD (for the Postdoctoral position) in mathematics, preferably in one of the following areas: - Probability theory - Geometry - Combinatorics *Position details:* - *PhD position:* 75% TV-L E13 (German public sector pay scale), fixed term of three years - *Postdoctoral position:* 100% TV-L E13, fixed term of two years *Application process:* Interested candidates should contact Tanja Schiffmann at tanja.schiffmann(a)rub.de to obtain the link to the online application portal. Applications must be submitted through the portal as a single PDF file containing: - a cover letter - a curriculum vitae - academic transcripts All application materials must be received by *September 1, 2026*. For academic inquiries, please contact Christoph Thäle or visit his website <https://sites.google.com/view/christophthaele/start>. __________ Best regards, Nicola Turchi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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PhD position in Numerical Analysis at Bielefeld University - Deadline: AUGUST 19
by Ferrari, Giorgio 12 Aug '26

12 Aug '26

Dear All, I forward with pleasure the announcement for a PhD position in Numerical Analysis at Bielefeld University: https://jobs.uni-bielefeld.de/jobpdfprint/4927 Best wishes, Giorgio Ferrari

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Seminario Fabio Centofanti, KU Leuven, presso Politecnico di Milano
by Laura Maria Sangalli 08 Aug '26

08 Aug '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Dipartimento di Matematica, Politecnico di Milano Fabio Centofanti, KU Leuven, Belgium 11.09.26 ore 14:00 – Aula Saleri, sesto piano Dipartimento di Matematica Titolo: Robust Multivariate Analysis under Cellwise and Casewise Contamination Abstract: Robust statistics has traditionally focused on casewise outliers, meaning observations that behave differently from the bulk of the data. In modern datasets, however, contamination can occur in the form of cellwise outliers, which are individual contaminated entries in the data matrix. Even when the proportion of contaminated cells is relatively small, many observations may still contain at least one outlying value, which can make both classical and casewise robust methods unreliable. This talk presents recent developments for handling situations in which casewise and cellwise outliers appear simultaneously. We begin by introducing cellPCA, a novel robust principal component analysis method that estimates the principal subspace while simultaneously accommodating cellwise and casewise outliers, as well as missing values. Building on cellPCA, we then introduce cellRCov, which is a robust covariance estimator for high dimensional settings. The second part of the talk focuses on multivariate linear regression. The cellMR estimator combines robust covariance estimation with regularization to handle outliers in both the predictor and response matrices. We then introduce cellBoot, a bootstrap procedure based on indirect inference that complements robust estimation with valid confidence intervals for the regression coefficients. We conclude with a perspective on more complex data structures and contamination patterns, including tensor data, time series, functional data, and blockwise contamination. Un caro saluto a tutti, 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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Tenure Track Position in Financial and Insurance Mathematics in Verona
by Alessandro Gnoatto 28 Jul '26

28 Jul '26

Tenure Track Position in Financial and Insurance Mathematics in Verona The Department of Economics at the University of Verona is looking for a tenure track researcher (RTT) in the field of Financial and Insurance Mathematics. The Department of Economics offers a vibrant research environment in the newly built campus of Santa Marta. The department won the "Italian Department of Excellence Competition" and received significant funds to start a new PhD program in financial and insurance mathematics. The Verona Quantitative Finance group offers a stimulating environment with researchers focusing on different areas such as: mathematical/quantitative finance, stochastic optimal control, computational finance and high frequency financial econometrics. https://dse.univr.it/quantlab/ The position is a fixed-term 6-year position (RTT). Subject to a positive evaluation, the position can be converted to a tenured associate professor position. The department offers courses taught in both Italian and English at various academic levels. Willingness to learn Italian is required. The position comes with a teaching load. The call and the online application form can be accessed via the following link. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… Candidates with a non-Italian PhD degree should apply for official recognition via the following form: https://cdn.docs.univr.it/documenti/Concorso/bando/bando191290.pdf Deadline for applications: 24 August 2026 8 p.m. Italian Time -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Conference Announcement: "Deterministic and Stochastic Evolution Equations", October 26-28, 2026, Pisa, Italy
by Andrea DI PRIMIO 27 Jul '26

27 Jul '26

Dear Colleagues, we are pleased to announce the upcoming conference *Deterministic and Stochastic Evolution Equations*, to be held at *Scuola Normale Superiore, Pisa, Italy* from *October 26th, 2026* to *October 28th, 2026*. The event will bring together researchers working in the fields of mathematical analysis and probability to discuss recent developments, exchange ideas, and foster new directions of research. The conference will provide a stimulating environment for researchers and students interested in deterministic and stochastic evolution equations. We would be grateful if you could forward this announcement among colleagues and other potentially interested participants. The list of speakers and further information can be found at the webpage https://indico.sns.it/e/dsee2026. Registration is free of charge, but mandatory and will remain open until *October 11th, 2026*. Limited funding is available to support participants' accommodation expenses. Those wishing to apply for financial support are kindly requested to register by *September 13th, 2026*. We look forward to welcoming you to Pisa! Best regards, Franco Flandoli and Andrea Di Primio

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Miguel Angel Sordo Diaz
by Enrico Scalas 20 Jul '26

20 Jul '26

Buongiorno, ecco l'annuncio e il link per il secondo seminario della serie. Speaker: Miguel Ángel Sordo Díaz, Departamento de Estadística e Investigación Operativa, Universidad de Cádiz Date: 23 July 2026, 2:00 PM Title: A Spearman-like coefficient for upper-tail association analysis Abstract: Quantifying association during extreme events is of paramount importance in fields such as finance, insurance, and environmental sciences. Classical correlation measures often fail to capture co-movements in the tails of distributions, while traditional boundary tail coefficients collapse under asymptotic independence, rendering them blind to sub asymptotic concentration. In this paper, we introduce a unified framework of Spearman-like, tail-sensitive indices constructed via the ranks and concomitants of the data to assess localized association conditional on large threshold exceedances. We establish two complementary families of measures: a discrete two-parameter family that encompasses Spearman's as a special case, and a continuous single-parameter family obtained as its asymptotic limit. This threshold-defined framework offers a flexible, interpretable diagnostic tool that continuously tracks tail-association paths and successfully discriminates among fundamentally distinct sub asymptotic structures where classical boundary indicators vanish. For both families, we investigate their theoretical properties - including their limiting behavior at the absolute boundary - propose empirical plug-in estimators, and derive their asymptotic distributions. The operational advantages of the indices are verified through analytical illustrations across diverse copula families and demonstrated via an empirical application to global catastrophic risk. link: https://polimi-it.zoom.us/j/92625519512 backup link: https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Workshop announcement: Data-driven modeling, simulation and inference for neurobiological problems
by Massimiliano Tamborrino 20 Jul '26

20 Jul '26

Dear all, I'd like to draw your attention on the workshop 'Data-driven modeling, simulation and inference for neurobiological problems’, which will take place at NITMB Chicago from the 28th of September to the 2nd of October 2026 (https://www.nitmb.org/neurobio-problems-workshop) Applications to attend the event and receive travel/accommodation fundings are now open. This is possible via the website above, with a deadline on the 30th of July 2026. Key themes of the workshop include: • Integrating mathematical models with experimental data. • Advanced numerical techniques for neural network simulation. • Numerical analysis of nonlocal and nonlinear neural evolution equations . • Statistical inference in neurobiological systems. • Uncertainty quantification in neural dynamics. • Inverse problem methodologies in neuroscience . On the website, you can also find the list of invited speakers. I'm looking forward to welcoming you in Chicago, best, Massimiliano on the behalf of the organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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