Program for Tuesday, June 9th: Talk View

PROGRAM FOR TUESDAY, JUNE 9TH: TALK VIEW

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9:00

9:30

10:00

10:30

11:00

11:30

12:00

12:30

13:00

13:30

14:00

14:30

15:00

15:30

16:00

16:30

17:00

17:30

18:00

09:00-09:30 Registration

09:30-10:30 Second Keynote Speaker

10:30-11:10 Coffee Break

11:10-11:35

Strong Feller property and irreducibility for stochastic PDEs with degenerate multiplicative noise

Luca Scarpa, Margherita Zanella

11:35-12:00

Anomalous Regularization and Dissipation for 2D Euler Equations with Rough Kraichnan Noise

Lucio Galeati, Eliseo Luongo, Umberto Pappalettera

12:00-12:25

Stochastic diffuse interface models driven by conservative noise

Andrea Di Primio, Maurizio Grasselli, Luca Scarpa

12:25-12:50

Ergodicity of a Stochastic Energy Balance Model for Global Temperature

Jochen Broecker, Piermarco Cannarsa, Giulia Carigi, Tobias Kuna, Cristina Urbani

11:10-11:35

Fractional Cointegration of Geometric Functionals

Alessia Caponera, Domenico Marinucci, Anna Vidotto

11:35-12:00

Limit theorems for functionals of stationary Gaussian fields

Maurizia Rossi

12:00-12:25

Statistics on Yau's conjecture

Michele Stecconi, Anna Paola Todino

12:25-12:50

Berry-Heisenberg random waves

Marco Carfagnini, Anna Paola Todino

11:10-11:35

Mean-field control of heterogeneous systems

Anna De Crescenzo, Filippo de Feo, Marco Fuhrman, Idris Kharroubi, Huyên Pham

11:35-12:00

PDEs driven by Dirichlet-Ferguson laplacian in Wasserstein-Sobolev spaces

François Delarue, Mattia Martini, Giacomo Enrico Sodini

12:00-12:25

Mean-Field Games in Hilbert Spaces: A Viscosity Approach

Andrzej Swiech, Lukas Wessels

12:25-12:50

Environmental asset, Optimal control, N-players game, Social Planner, Pigouvian tax, Mean field game

Marta Leocata

11:10-11:35

Mixing trichotomy for random walks on directed stochastic block models

Alessandra Bianchi, Giacomo Passuello, Matteo Quattropani

11:35-12:00

Homophily within and across groups: a maximum-entropy framework for analyzing different social

Abbas K. Rizi, Riccardo Michielan, Clara Stegehuis, Mikko Kivela

12:00-12:25

Localized geometry detection in scale-free random graphs

Gianmarco Bet, Riccardo Michielan, Clara Stegehuis

12:25-12:50

node2vec random walks: Regular graphs and recurrence

Luca Avena, Gianmarco Bet, Lars Schroeder, Clara Stegehuis

11:10-11:35

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations

Johan Benedikt Spille, Wilhelm Stannat

11:35-12:00

Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi

Yang Yang, Jinniao Qiu, Yang Yang

12:00-12:25

Deep Hilbert Galerkin methods for PDEs on Hilbert spaces via derivative-informed operator learning with applications to stochastic optimal control of infinite-dimensional

Samuel Cohen, Filippo de Feo, Jackson Hebner, Justin Sirignano

12:25-12:50

Derivative-informed Hilbert neural operators solve PDEs on Hilbert spaces and infinite-dimensional optimal control

S. Cohen, Filippo de Feo, Jackson Hebner, Justin Sirignano

11:10-11:35

Optimal Annuitization under Partially Observable Mortality

Matteo Buttarazzi, Tiziano De Angelis, Gabriele Stabile

11:35-12:00

An optimal transport foundation for a class of dynamically consistent risk measures

Sven Fuhrmann, Michael Kupper, Max Nendel

12:00-12:25

Play longer when It matters: optimal match length in knock-out tournaments

Erik Ekström, Yuqiong Wang

11:10-11:35

The grass-bushes-trees process on a scale-free network

John Fernley, Daniel Valesin

11:35-12:00

The spectrum of dense kernel-based random graphs

Michele Salvi, Alessandra Cipriani, Rajat Hazra, Nandan Malhotra

12:00-12:25

Finite vs Infinite-Mean Heavy-Tailed Fitness: Geometry and Connectivity in Inhomogeneous Random

Elena Matteini, Luisa Andreis, Luca Avena, Rajat Subhra Hazra

12:25-12:50

Metastability of Glauber dynamics with inhomogeneous coupling disorder

Elena Pulvirenti

11:10-11:35

LEARNING THEORY OF SHALLOW NEURAL NETWORKS THROUGH THE LENS OF RKBS

Lorenzo Fiorito, Shuo Huang, Emanuele Naldi, Ernesto De Vito, Lorenzo Rosasco

11:35-12:00

Parameter estimation in a fractional neuronal model

L. Caputo, E. Pirozzi, P. Ilmonen, M. Laurikkala, L. Viitasaari

12:00-12:25

The Reverse Hypergeometric distribution for attribute concentration in small groups

Michele Tumminello, Andrea Simonetti, Giuseppe Sanfilippo, Tiziana Di Matteo

12:25-12:50

Inference for a concave distribution function under measurement error

Mohammed Es-Salih Ben Jrada

12:50-14:30 Lunch

14:30-14:55

Hypercontractivity type property for generalized Mehler semigroups

Simone Ferrari

14:55-15:20

Bismut-Elworthy type formulae for BSDEs with degenerate noise

Davide Addona, Federica Masiero

15:20-15:45

Second Quantization and Evolution Operators in infinite dimension

Paolo De Fazio

15:45-16:10

Malliavin Calculus for rough stochastic differential equations

Fabio Bugini, Michele Coghi, Torstein Nilssen

14:30-14:55

Averaging Dynamics and Wong-Zakai approximations for a Fast-Slow Navier-Stokes System Driven by fractional Brownian

Francesco Triggiano, Eliseo Luongo

14:55-15:20

Zero-noise selection and Large Deviations in $L^\infty_t L^p_x$ for the stochastic transport equation beyond

Gianluca Crippa, Eliseo Luongo, Umberto Pappalettera

15:20-15:45

Hookean dumbbell model for polymers, stretching noise and turbulence

Yassine Tahraoui

14:30-14:55

Distribution-Free Outlier Detection and Enumeration

Chiara Gaia Magnani, Matteo Sesia, Aldo Solari

14:55-15:20

A Conformal Prediction Approach to Predict Populations of Graphs

Matteo Fontana, Anna Calissano, Simone Vantini, Gianluca Zeni

15:20-15:45

Conformal classification with tight marginal coverage in noisy settings

T. Bortolotti, Y.X.R. Wang, X. Tong, A. Menafoglio, S. Vantini, M. Sesia

15:45-16:10

Conditional Coverage in Conformal Prediction: Tradeoffs and Insights

Sacha Braun

14:30-14:55

Theoretical guarantees for diffusion models — beyond log-concavity

Gitte Kremling, Francesco Iafrate, Mahsa Taheri, Johannes Lederer

14:55-15:20

Adaptive denoising diffusion modelling via random time reversal

Sören Christensen, Jan Kallsen, Claudia Strauch, Lukas Trottner

15:20-15:45

Sampling error bounds for the denoising diffusion probabilistic model via the Föllmer process

Yuta Koike

15:45-16:10

Dimension-free statistical guarantees for fine-tuning of conditional diffusion models via PAC-Bayes

Shogo Nakakita, Pierre Alquier, Masaaki Imaizumi

14:30-14:55

Large-Scale Analysis of Multi-Scale Queuing Networks: Applications to Car-Sharing Systems

Alessia Rigonat, Christine Fricker, Hanene Mohamed

14:55-15:20

Association in Spatial Queueing-Filtering Networks

Emanuele Mengoli, Nahuel Soprano-Loto

15:20-15:45

The geometry of the stability region of randomly modulated queuing systems

Nahuel Soprano-Loto, Urtzi Ayesta, Ina Maria Verloop

15:45-16:10

Poisson Hail on a Wireless Ground

François Baccelli, Ke Feng, Sergey Foss

14:30-14:55

Approximate Bayesian computation with kernel Wasserstein distance

Sirio Legramanti, Marta Catalano

14:55-15:20

Adaptive variational Gaussian processes

Dennis Nieman, Botond Szabó

15:20-15:45

Computationally efficient hierarchical additive interaction models through hierarchical ANOVA kernels and Gaussian

Francesca Panero, Sahoko Ishida, Wicher Bergsma

15:45-16:10

Kernel Quantile Embeddings and Associated Probability Metrics

Masha Naslidnyk, Siu Lun Chau, François-Xavier Briol, Krikamol Muandet

14:30-14:55

Robust Ergodic Singular Control of Compound–Poisson Jump Diffusions under Drift and Intensity

Abel Guada Azze, Bernardo D'Auria, Giorgio Ferrari

14:55-15:20

Strategic Focus or Technological Neutrality? On the Optimal Mix of Green Investment and Carbon Capture and Storage Research in a Budget-Constraint

Katia Colaneri, Alessio D'Amato, Ruediger Frey

15:20-15:45

Optimal resource extraction with a random threshold

Mattia Allemandri, Tiziano De Angelis, Alessandro Milazzo

15:45-16:10

When investors force the green transition: a two-dimensional singular stochastic control problem

Omar Khattab, Peter Tankov, Tiziano De Angelis

14:30-14:55

The critical percolation window in growing random graphs

Peter Mörters

14:55-15:20

Infection models on dense dynamic random graphs

Simone Baldassarri

15:20-15:45

Threshold-Driven Streaming Graph: Expansion and Rumor Spreading

F. Angileri, A. Clementi, E. Natale, M. Salvi, I. Ziccardi

15:45-16:10

Contact process on interchange process

Daniel Valesin, Marcelo Hilario, Daniel Ungaretti, Maria Eulalia Vares

16:10-16:40 Coffee Break

16:40-17:05

A mild rough Gronwall lemma with applications to non-autonomous evolution equations

Alexandra Blessing, Mazyar Ghani Varzaneh, Tim Seitz

17:05-17:30

Reduced stochastic PDE models for collective behaviour

Federico Cornalba

17:30-17:55

(Moment) Lyapunov stability of parabolic SPDEs

Zachary Adams

17:55-18:20

Invariant measures for the open KPZ equation

Tommaso Rosati

16:40-17:05

Linearization of McKean SDEs with application to parameter estimation

Andrea Zanoni, Grigorios A. Pavliotis

17:05-17:30

Nonparametric Estimation of the Diffusive Interaction Function in Particle Systems

Francisco Pina, Chiara Amorino, Mark Podolskij

17:30-17:55

Statistical inference for interacting particle systems driven by the fractional Brownian motion

Chiara Amorino, Ivan Nourdin, Radomyra Shevchenko

17:55-18:20

Learning Interaction Networks for High-Dimensional Diffusion Processes

Francesco Iafrate

16:40-17:05

The Wiener Disorder Problem with Random Post-Disorder Drift

Bruno Buonaguidi, Francesco Ballarin

17:05-17:30

The Dubins Constants for Walsh's Spider Process

Goran Peskir

17:30-17:55

Continuous-Time Dynamic Contracting With Limited Commitment

Andrea Bovo, Tiziano De Angelis, Stephane Villeneuve

17:55-18:20

Optimal autonomous trading strategies in models based on Ornstein-Uhlenbeck processes with mean-reverting

Pavel Gapeev

16:40-17:05

Self-normalization of sums of dependent random variables

Thomas Mikosch

17:05-17:30

Accurate Bayesian inference for tail risk extrapolation in time series

David Carl, Simone Padoan, Stefano Rizzelli

17:30-17:55

Asymptotic theory for the likelihood-based block maxima method in time series

David Carl, Simone Padoan, Stefano Rizzelli

17:55-18:20

Testing for Multivariate Regular Variation

Holger Drees

16:40-17:05

Non-local dynamic boundary conditions for sticky Brownian motions on smooth domains

Mirko D'Ovidio

17:05-17:30

On some stochastic models of Anomalous Diffusion

Bruno Toaldo

17:30-17:55

Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes

Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas, Bruno Toaldo

17:55-18:20

Nonlocal α-size biasing: Stein characterization and one-sided concentration bound

Alessandra Meoli, Antonio Di Crescenzo

16:40-17:05

Competing growth on the configuration model via first-passage percolation and long-range jumps

Matteo Sfragara, Bernardo D'Auria

17:05-17:30

Critical density of the Stochastic Sandpile Model

Concetta Campailla

17:30-17:55

Node immunization via random forests

Alessio Troiani

17:55-18:20

Estimate of the exit time for the Long Range Ising model on random regular graphs

Vanessa Jacquier

16:40-17:05

Scaling limits of the one-dimensional facilitated exclusion process

Marielle Simon

17:05-17:30

Non-chaotic interacting particle systems

Carlo Bellingeri

17:30-17:55

Hydrodynamic limits of exploration processes on large random graphs

Mohamed Habib Aliou Diallo Aoudi, Pascal Moyal, Vincent Robin

17:55-18:20

Stability and renormalization of Jackson networks with non-idling mobile servers

Guy Fayolle, Christine Fricker

16:40-17:05

Diameters in preferential attachment model with random initial degrees

Carlo De Ambroggio, Federico Polito, Laura Sacerdote, Tamas Makai

17:05-17:30

Sharp thresholds for higher powers of Hamilton cycles in random graphs

Tamas Makai, Matija Pasch, Kalina Petrova, Leon Schiller

17:30-17:55

Do random initial degrees suppress concentration in preferential attachment graphs?

Tamas Makai, Federico Polito, Laura Sacerdote

17:55-18:20

Exploring the space of graphs with fixed discrete curvatures

Giulio Zucal