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2 PostDoc positions at University of Firenze
by Maria Elvira Mancino 15 Dec '23

15 Dec '23

Dear All, The Department of Economics and Business, University of Firenze, offers *two positions* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino) - The first position is for 12 months and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005316997-UNFICLE-953f59f… - The second position is for 20 months and is a post-doc position. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005316905-UNFICLE-2f06001… The deadline for both positions is *January 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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SPASS Seminar: Margherita Zanella
by GIOVANNI ALESSANDRO ZANCO 14 Dec '23

14 Dec '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise* by* Margherita Zanella* (Politecnico di Milano) The seminar will take place on *TUE, 19.12.2023* at *14:00 CET *in Aula MCL 16, Polo San Niccolò, Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche, University of Siena and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> ------------------------------------------- Abstract: We establish the uniqueness and the asymptotic stability of the invariant measure for the two-dimensional Navier-Stokes equations driven by a multiplicative noise which is either bounded or with a sublinear or a linear growth. We work on an “effectively elliptic” setting, that is we require that the range of the covariance operator contains the unstable directions. We exploit the generalized asymptotic coupling techniques of [1] and [2], used by these authors for the stochastic Navier-Stokes equations with additive noise. Here, we show how these methods are flexible enough to deal with multiplicative noise as well. A crucial role in our argument is played by the Foias-Prodi estimate in expected value, which has a different form (exponential or polynomial decay) according to the growth condition of the multiplicative noise. The talk is based on a joint work with Benedetta Ferrario. References: [1] N. Glatt-Holtz, J. C. Mattingly, and G. Richards. On unique ergodicity in nonlinear stochastic partial differential equations. J. Stat. Phys., 166(3-4):618–649, 2017. [2] A. Kulik and M. Scheutzow. Generalized couplings and convergence of transition probabilities. Probab. Theory Related Fields, 171(1-2):333–376, 2018.

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Ph.D. Position in "Statistics for Network Stochastic Processes" at the TU Chemnitz
by Imma Curato 14 Dec '23

14 Dec '23

Dear Colleagues, I am hiring a Ph.D. student at the Faculty of Mathematics of the TU Chemnitz to work on a project in "Statistics for Network Stochastic Processes." The DFG (German Research Foundation) partially covers the position and is a project in collaboration with the London Imperial College and its NEST Program. For further inquiries, please write me at imma-valentina.curato(a)math.tu-chemnitz.de or take a look at the below link. https://www.tu-chemnitz.de/verwaltung/personal/stellen/172000_7_Rich.php It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards Imma Curato

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Pisa à la carte -- random trees & planar maps -- January 29th-30th
by Alessandra Caraceni 13 Dec '23

13 Dec '23

Dear colleagues, it is my pleasure to announce a two-day workshop at the Scuola Normale of Pisa, taking place on Monday the 29th and Tuesday the 30th of January, 2024, around themes of random planar maps, random trees, random graphs. Registration is free; it is open starting now and until January 15th at the link: https://forms.gle/HYyjJ1NQDYoCfrMb6 You can look forward to talks by the following speakers: Louigi Addario-Berry, McGill University Marie Albenque, IRIF Université Paris Cité Eleanor Archer, Université Paris Nanterre Thomas Budzinski, ENS Lyon Guillaume Chapuy, IRIF Université Paris Cité Nicolas Curien, Université Paris-Saclay Christina Goldschmidt, University of Oxford Jean-François Le Gall, Université Paris-Saclay Robin Stephenson, University of Sheffield Keep up to date with information about the programme by checking the website: https://sites.google.com/sns.it/pisaalacarte/home Hoping to welcome as many of you as possible! Please do not hesitate to share this announcement with whoever you think might be interested. All the best, Alessandra Caraceni Scuola Normale Superiore

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Bando con scadenza corretta
by epirozzi 12 Dec '23

12 Dec '23

Correzione: scadenza 31 gennaio 2024 Si segnala il seguente bando per assegno di Ricerca presso il Dipartimento di Matematica e Applicazioni dell'Università di Napoli FEDERICO II con scadenza il 31 gennaio 2024 http://www.unina.it/documents/11958/48570136/DMA_AR-13_2023-12-11_bando.pdf Cari saluti Enrica -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

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12th World Congress of the Bachelier Finance Society
by Beatrice Acciaio 12 Dec '23

12 Dec '23

> 12th World Congress of the Bachelier Finance Society > > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> > > > Getulio Vargas Foundation FGV EMAp, > Rio de Janeiro, July 8-12, 2024 > > > Call for Papers > > Every two years, the *World Congress* of the *Bachelier Finance > Society* brings together academics and practitioners in the > Mathematical and Quantitative Finance community to exchange ideas on > the state-of-the-art, discuss the latest trends in the field, and find > new collaborations and employment opportunities. > > The 12th World Congress of the Bachelier Finance Society > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> will > take place at *FGV EMAp, Rio de Janeiro, July 8-12, 2024*. > > > Louis Bachelier Lecture > > Michael Ludkovski (University of California, Santa Barbara, USA). > > > Plenary Speakers > > Francesca Biagini (University of Munich, Germany), Agostino Capponi > (Columbia University, USA), Christa Cuchiero (University of Vienna, > Austria), Min Dai (The Hong Kong Polytechnic University, China), > Pierre Henry-Labordère (Qube Research and Technologies), Johannes > Muhle-Karbe (Imperial College London, UK), Emanuela Rosazza Gianin > (Università degli Studi di Milano-Bicocca, Italy), Peter Tankov > (ENSAE, France). > > > Scientific Committee > > Beatrice Acciaio (ETH Zurich, Switzerland), Hans Buehler (XTX Markets, > UK), Giorgia Callegaro (Università degli Studi di Padova, Italy), Nan > Chen (Chinese University of Hong Kong, China), Giulia Di Nunno > (University of Oslo, Norway), Jean-Pierre Fouque (University of > California, Santa Barbara, USA), Emmanuel Gobet (École Polytechnique, > France), Sebastian Jaimungal (University of Toronto, Canada), Steven > Kou (Boston University, USA), Ernesto Mordecki (Universidad de la > República, Uruguay), Christoph Reisinger (University of Oxford, UK), > Yuri Saporito (Getulio Vargas Foundation, Brazil), Nizar Touzi (École > Polytechnique, France), Thaleia Zariphopoulou (University of Texas at > Austin, USA), Jorge Zubelli (Khalifa University, UAE). > > > Submissions are open now > > Submissions are open on the conference website > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> through > *January 29, 2024*. > > > Registrations are open now > > Registrations are open on the conference website > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> (Early > Bird until *April 30, 2024)*. > > > Poster > > The poster of the Congress can be found here > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…>. >

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Padova Seminars in Probability and Finance - Martin Slowik
by Alberto Chiarini 11 Dec '23

11 Dec '23

Dear all, We would like to invite you to a seminar talk by Martin Slowik (University of Mannheim) for the "Padova Seminars in Probability and Finance" that will take place on Friday 15th December at 15:30, streamed via Zoom in room 2BC30, in Torre Archimede. Title: Metastability of Glauber dynamics with inhomogeneous coupling disorder Date: December 15, 2023 at 15:30, streamed via Zoom in room 2BC30 Zoom: https://unipd.zoom.us/j/85838041170?pwd=SitoTTBtcjkxeTBpNGpsMkpteHc3Zz09 Meeting ID: 858 3804 1170 Passcode: 115159 Abstract: Metastability is a phenomenon that occurs in the dynamics of a multi-stable non-linear system subject to noise. It is characterised by the existence of multiple, well separated time scales. The talk will be focused on the metastable behaviour of a general class of mean-field-like spin systems with random couplings that evolve according to a Glauber dynamics at fixed temperature. This class of systems comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. Assuming that the corresponding system in which the random couplings are replaced by their averages is metastable I will explain how the metastability of the random system is implied with high probability. In particular, I will discuss the tail behaviour of the relevant metastable hitting times of the two systems and the moments of their ratio. This is joint work with A. Bovier, F. Den Hollander, S. Marello and E. Pulvirenti. Hope to see many of you! Best wishes, Alberto Chiarini e Alekos Cecchin

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Seminar in Statistics - ISMAEL CASTILLO
by Pierpaolo De Blasi 11 Dec '23

11 Dec '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 15 Dicembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Ismael Castillo (Sorbonne Université, Paris, France) Title: *Bayesian nonparametric adaptation with heavy-tailed priors* Abstract: We propose a new strategy for adaptation based on heavy-tailed priors. We illustrate it in a variety of settings, showing in particular adaptation with respect to unknown smoothness and structure parameters in the minimax sense (up to logarithmic factors). We present numerical simulations corroborating the theory. This talk is based on joint works with Sergios Agapiou (Cyprus) and with Paul Egels (Sorbonne, in progress). ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81877065471?pwd=SnBhTkNWRlA5cy9XZjdldFJpUzJkdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Research associate position in Pisa
by Marco Romito 11 Dec '23

11 Dec '23

Dear colleagues I would like to advertise a 12 months Research Associate position (assegno di ricerca in the Italian jargon), funded by the PRIN 2022 project /Noise in fluid dynamics and related models/, at the Math Department of the University of Pisa. The details of the call are available here: https://bandi.unipi.it/public/Bandi/Detail/b7e8abb4-b801-4b20-bfb5-da6ad780… The deadline is on January 4, 2024, at 1pm CET. Please feel free to reach out to me for any further information. Best regards M. Romito

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SPASS Seminar: Massimiliano Datres
by Andrea Agazzi 10 Dec '23

10 Dec '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A two-scale complexity measure for stochastic neural networks * by Massimiliano Datres (Università di Trento) The seminar will take place on TUE, 12.12.2023 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **Over-parametrized deep learning models are achieving outstanding performances in solving several complex tasks such as image classification problems, object detection and natural language processing. Despite the risk of overfitting, these parametric models show impressive generalization after training. Hence, defining appropriate complexity measures becomes crucial for understanding and quantifying the generalization capabilities of deep learning models. In this talk, I will introduce a new notion of complexity measure, called two-scale effective dimension (2sED), which is a box-covering dimension related to a metric induced by the Fisher information matrix of the parametric model. I will then show how the 2sED can be used to derive a generalization bound. Furthermore, I present an approximation of the 2sED for Markovian models, called lower 2sED, that can be computed sequentially layer-by-layer with less computational demands. Finally, I present experimental evidence that the post-training performance of given parametric models is related both with 2sED and the lower 2sED.*

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