IMPMS 2026: THE 5TH ITALIAN MEETING ON PROBABILITY AND MATHEMATICAL STATISTICS
PROGRAM

Days: Monday, June 8th Tuesday, June 9th Wednesday, June 10th Thursday, June 11th Friday, June 12th

Monday, June 8th

View this program: with abstractssession overviewtalk overview

09:30-11:10 Session 1A: CS102: Tales of Randomness: A Historical Perspective on SPDEs
09:30
Chapter 1: Ergodicity and Markov Selections (abstract)
09:55
Chapter 2: Transport Equation and Kolmogorov equations (abstract)
10:20
Chapter 3: Scaling limits and delayed blow-up by transport noise (abstract)
10:45
Chapter 4: The nonsmooth Kraichnan model (abstract)
PRESENTER: Mario Maurelli
09:30-11:10 Session 1B: CS106: Collective Phenomena in Financial Markets: Arbitrage, Replication, and Risk
09:30
Collective Arbitrage and Superreplication (abstract)
09:55
Collective completeness and pricing hedging duality (abstract)
PRESENTER: Alessandro Doldi
10:20
Does cooperation improve individual performance? (abstract)
PRESENTER: Marco Maggis
10:45
Relative Performance Concerns in Financial Markets under Recursive Intertemporal Preferences (abstract)
PRESENTER: Frank Riedel
09:30-11:10 Session 1C: CS107: Combinatorial structures in probability and mathematical physics
09:30
The bead model and the macroscopic behaviour of Gelfand-Tsetlin patterns (abstract)
09:55
Can one hear the shape of a random matrix? (abstract)
PRESENTER: Elia Bisi
10:20
Extreme value statistics for partial orders (abstract)
10:45
Stationary half-space random growth, via combinatorics (abstract)
09:30-11:10 Session 1D: CS115: Stochastic partial differential equations and invariant measures
09:30
Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen–Cahn–Navier–Stokes system with singular potential (abstract)
09:55
The nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity (abstract)
10:20
On the uniqueness of reversible invariant measures for SPDEs on the full space (abstract)
10:45
Exponential integrability of the solution and the invariant measure to the stochastic Burgers equation (abstract)
09:30-11:10 Session 1E: CS118: Bayesian nonparametrics for network data
09:30
de Finetti Theorems for Constrained Exchangeable Graphs (abstract)
PRESENTER: Vince Velkey
09:55
Simultaneous global and local clustering in multiplex networks with covariate information (abstract)
10:20
Nested stochastic block model for simultaneously clustering networks and nodes (abstract)
10:45
Dynamic network clustering via connectivity pattern persistence and node-level dependence (abstract)
09:30-11:10 Session 1F: CS129: New Horizons for Random Fields in Probability and Statistics
09:30
Limit theorems for space-time Gaussian fields on $\mathbb R^d$ (abstract)
09:55
New Chaos Decomposition of Gaussian Nodal Volumes (abstract)
10:20
A Risk Minimization Approach to PCA with Irregular Data (abstract)
PRESENTER: Kartik Waghmare
10:45
Score-based fields on manifolds for denoising (abstract)
PRESENTER: Leonardo Santoro
09:30-11:10 Session 1G: CS131: Directed Polymers and Stochastic Heat Flow
09:30
Strong disorder for Stochastic Heat Flow and 2D Directed Polymers (abstract)
PRESENTER: Nicola Turchi
09:55
Moment structure of the critical stochastic heat flow and independence of collision times of random walks (abstract)
10:20
Noise sensitivity and directed polymers (abstract)
PRESENTER: Anna Donadini
10:45
Directed polymer in spatially correlated environment (abstract)
09:30-11:10 Session 1H: CS138: First Passage Times: theory and simulations
09:30
First-passage times through closed curves for bivariate diffusion processes, simulations and comparisons based on stochastic orderings (abstract)
PRESENTER: Serena Spina
09:55
Approximation of Diffusion Exit Times from Bounded Domains via a Rejection-Based Random Walk (abstract)
PRESENTER: Samuel Herrmann
10:20
Singular SDEs through interfaces: the threshold Cox-Ingersoll-Ross model (abstract)
10:45
Approximation of first passage times and hitting times for stochastic differential equations (abstract)
PRESENTER: Madalina Deaconu
11:40-13:20 Session 2A: CS105: Regularisation by noise for SPDEs
11:40
Pathwise uniqueness by noise for stochastic PDEs with singular drift (abstract)
12:05
Transport noise in natural convection (abstract)
PRESENTER: Theresa Lange
12:30
Anomalous phenomena in the Kraichnan model of turbulence (abstract)
PRESENTER: Lucio Galeati
12:55
Refined uniqueness results for 2D Euler and gSQG with rough Kraichnan noise (abstract)
PRESENTER: Marco Bagnara
11:40-13:20 Session 2B: CS109: Recent Advances in Bayesian Nonparametrics
11:40
Separate Exchangeability as Modeling Principle in Bayesian Nonparametrics (abstract)
12:05
A partial likelihood approach to tree-based density modeling and its application in Bayesian inference (abstract)
PRESENTER: Benedetta Bruni
12:30
Posterior behaviour of the stick-breaking weights for Bayesian infinte mixture models (abstract)
12:55
Cognitive data analysis with Bayesian Drift Diffusion Model (abstract)
PRESENTER: Alice Giampino
11:40-13:20 Session 2C: CS113: Stochastics in Classical and Quantum Physics
11:40
Stochastic Differential Equations and the Martin-Siggia-Rose Formalism: An Algebraic-Analytic Correspondence (abstract)
PRESENTER: Nicolo Drago
12:05
On the Stochastic Sine-Gordon Model from the Viewpoint of Quantum Field Theory (abstract)
12:30
Boltzmann processes (abstract)
PRESENTER: Barbara Rüdiger
12:55
A stochastic approach to time-dependent BEC (abstract)
PRESENTER: Luigi Borasi
11:40-13:20 Session 2D: CS114: New advances in rough volatility models
11:40
Efficient Simulation of Affine Volterra Processes (abstract)
12:05
Rough differential equations for volatility (abstract)
PRESENTER: Emilio Ferrucci
12:30
Efficient simulation of a new class of Volterra-type SDEs (abstract)
12:55
Lévy processes as weak limits of rough Heston models (abstract)
PRESENTER: Alessandro Bondi
11:40-13:20 Session 2E: CS132: Subordinated Markov processes and applications
11:40
Multivariate tempered stable additive subordination for financial models (abstract)
12:05
Thorin processes: subordination and applications (abstract)
12:30
Additive subordination of multiparameter Markov processes (abstract)
PRESENTER: Alessandro Mutti
12:55
Two-factor models via subordination of multiparameter Markov processes (abstract)
11:40-13:20 Session 2F: CS159: Probabilistic approach to quantum mechanics
11:40
Some structural results for Gaussian Quantum Markov Semigroups (abstract)
12:05
On the Ryll-Nardzewski Theorem for Quantum Stochastic Processes (abstract)
12:30
de Finetti theorem for quantum stochastic processes based on twisted products: conditional independence (abstract)
12:55
Mean-field limit in quantum neural networks (abstract)
11:40-13:20 Session 2G: CS171: Methods in stochastic fluid dynamics: a young researchers' perspective
11:40
Invariant measures for one-dimensional stochastic compressible fluid equations (abstract)
12:05
Non-selection of Lagrangian trajectories in the zero-noise limit (abstract)
12:30
Background {Vlasov} equations and {Young} measures for passive scalar and vector advection equations under special stochastic scaling limits (abstract)
12:55
Intrinsic stochasticity in the Landau–Lifshitz–Navier–Stokes equations on logarithmic lattices (abstract)
11:40-13:20 Session 2H: CS177: Stochastic Algorithms and Interacting Reinforced Processes
11:40
Interacting vertex reinforced random walks on complete subgraphs with simultaneous and independent transitions (abstract)
PRESENTER: Rafael Rosales
12:05
A multi-factorial innovation model with feature-interaction (abstract)
12:30
Large deviations for stochastic approximation: A weak convergence approach (abstract)
PRESENTER: Pierre Nyquist
12:55
Urn models: interaction, synchronization and generalized reinforcement (abstract)
11:40-13:20 Session 2I: CS180: Mathematics of Neural Networks
11:40
Learning from Surrogate Data: Weak-to-Strong Generalization through the Lens of High-Dimensional Regression (abstract)
12:05
Deep Transformers as Mean-field Interacting Particle Systems (abstract)
12:30
Learning with Neural Networks on Structured Inputs (abstract)
12:55
Beyond NNGP: Large Deviations and Feature Learning in Bayesian Neural Networks (abstract)
Tuesday, June 9th

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11:10-12:50 Session 5A: CS104: SPDEs for physical models
11:10
Strong Feller property and irreducibility for stochastic PDEs with degenerate multiplicative noise (abstract)
PRESENTER: Luca Scarpa
11:35
Anomalous Regularization and Dissipation for 2D Euler Equations with Rough Kraichnan Noise (abstract)
PRESENTER: Eliseo Luongo
12:00
Stochastic diffuse interface models driven by conservative noise (abstract)
PRESENTER: Andrea Di Primio
12:25
Ergodicity of a Stochastic Energy Balance Model for Global Temperature (abstract)
PRESENTER: Giulia Carigi
11:10-12:50 Session 5B: CS123: Asymptotic properties of Gaussian fields
11:10
Fractional Cointegration of Geometric Functionals (abstract)
PRESENTER: Anna Vidotto
11:35
Limit theorems for functionals of stationary Gaussian fields (abstract)
12:00
Statistics on Yau's conjecture (abstract)
PRESENTER: Michele Stecconi
12:25
Berry-Heisenberg random waves (abstract)
PRESENTER: Marco Carfagnini
11:10-12:50 Session 5C: CS135: Stochastic Systems, Mean-Field Models, and Control
11:10
Mean-field control of heterogeneous systems (abstract)
11:35
PDEs driven by Dirichlet-Ferguson laplacian in Wasserstein-Sobolev spaces (abstract)
PRESENTER: Mattia Martini
12:00
Mean-Field Games in Hilbert Spaces: A Viscosity Approach (abstract)
PRESENTER: Lukas Wessels
12:25
Environmental asset, Optimal control, N-players game, Social Planner, Pigouvian tax, Mean field game (abstract)
11:10-12:50 Session 5D: CS140: Community structure of Complex Networks
11:10
Mixing trichotomy for random walks on directed stochastic block models (abstract)
11:35
Homophily within and across groups: a maximum-entropy framework for analyzing different social scales (abstract)
12:00
Localized geometry detection in scale-free random graphs (abstract)
PRESENTER: Gianmarco Bet
12:25
node2vec random walks: Regular graphs and recurrence (abstract)
PRESENTER: Lars Schroeder
11:10-12:50 Session 5E: CS145: Frontiers in Infinite-Dimensional Stochastic Control: Theory and Applications
11:10
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations (abstract)
11:35
Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (abstract)
PRESENTER: Yang Yang
12:00
Deep Hilbert Galerkin methods for PDEs on Hilbert spaces via derivative-informed operator learning with applications to stochastic optimal control of infinite-dimensional systems (abstract)
PRESENTER: Jackson Hebner
12:25
Derivative-informed Hilbert neural operators solve PDEs on Hilbert spaces and infinite-dimensional optimal control problems (abstract)
PRESENTER: Filippo de Feo
11:10-12:50 Session 5F: CS152: Optimal stopping, stochastic control and stochastic games I
11:10
Optimal Annuitization under Partially Observable Mortality (abstract)
11:35
An optimal transport foundation for a class of dynamically consistent risk measures (abstract)
PRESENTER: Max Nendel
12:00
Play longer when It matters: optimal match length in knock-out tournaments (abstract)
PRESENTER: Yuqiong Wang
11:10-12:50 Session 5G: CS160: Non-Homogeneous Random Graphs
Chair:
11:10
The grass-bushes-trees process on a scale-free network (abstract)
PRESENTER: John Fernley
11:35
The spectrum of dense kernel-based random graphs (abstract)
PRESENTER: Michele Salvi
12:00
Finite vs Infinite-Mean Heavy-Tailed Fitness: Geometry and Connectivity in Inhomogeneous Random Graphs (abstract)
PRESENTER: Elena Matteini
12:25
Metastability of Glauber dynamics with inhomogeneous coupling disorder (abstract)
11:10-12:50 Session 5H: CS191: Selected Topics in Probability and Statistics
11:10
LEARNING THEORY OF SHALLOW NEURAL NETWORKS THROUGH THE LENS OF RKBS (abstract)
PRESENTER: Lorenzo Fiorito
11:35
Parameter estimation in a fractional neuronal model (abstract)
PRESENTER: Luigia Caputo
12:00
The Reverse Hypergeometric distribution for attribute concentration in small groups (abstract)
PRESENTER: Andrea Simonetti
12:25
Inference for a concave distribution function under measurement error (abstract)
14:30-16:10 Session 6A: CS124: Infinite Dimensional Analysis and Malliavin Calculus
14:30
Hypercontractivity type property for generalized Mehler semigroups (abstract)
14:55
Bismut-Elworthy type formulae for BSDEs with degenerate noise (abstract)
PRESENTER: Federica Masiero
15:20
Second Quantization and Evolution Operators in infinite dimension (abstract)
15:45
Malliavin Calculus for rough stochastic differential equations (abstract)
PRESENTER: Michele Coghi
14:30-16:10 Session 6B: CS137: Stochastic Models in Fluid Dynamics
14:30
Averaging Dynamics and Wong-Zakai approximations for a Fast-Slow Navier-Stokes System Driven by fractional Brownian Motion (abstract)
14:55
Zero-noise selection and Large Deviations in $L^\infty_t L^p_x$ for the stochastic transport equation beyond DiPerna-Lions (abstract)
15:20
Hookean dumbbell model for polymers, stretching noise and turbulence (abstract)
14:30-16:10 Session 6C: CS139: Conformal prediction: theory and methods
14:30
Distribution-Free Outlier Detection and Enumeration (abstract)
PRESENTER: Aldo Solari
14:55
A Conformal Prediction Approach to Predict Populations of Graphs (abstract)
PRESENTER: Matteo Fontana
15:20
Conformal classification with tight marginal coverage in noisy settings (abstract)
15:45
Conditional Coverage in Conformal Prediction: Tradeoffs and Insights (abstract)
14:30-16:10 Session 6D: CS142: Diffusion Processes in Machine Learning
14:30
Theoretical guarantees for diffusion models — beyond log-concavity (abstract)
PRESENTER: Gitte Kremling
14:55
Adaptive denoising diffusion modelling via random time reversal (abstract)
PRESENTER: Lukas Trottner
15:20
Sampling error bounds for the denoising diffusion probabilistic model via the Föllmer process (abstract)
15:45
Dimension-free statistical guarantees for fine-tuning of conditional diffusion models via PAC-Bayes bounds (abstract)
PRESENTER: Shogo Nakakita
14:30-16:10 Session 6E: CS144: Probabilistic Analysis of Complex Engineering Networks
14:30
Large-Scale Analysis of Multi-Scale Queuing Networks: Applications to Car-Sharing Systems (abstract)
PRESENTER: Alessia Rigonat
14:55
Association in Spatial Queueing-Filtering Networks (abstract)
PRESENTER: Emanuele Mengoli
15:20
The geometry of the stability region of randomly modulated queuing systems (abstract)
15:45
Poisson Hail on a Wireless Ground (abstract)
PRESENTER: Ke Feng
14:30-16:10 Session 6F: CS147: Kernel methods in Bayesian statistics
14:30
Approximate Bayesian computation with kernel Wasserstein distance (abstract)
PRESENTER: Sirio Legramanti
14:55
Adaptive variational Gaussian processes (abstract)
PRESENTER: Dennis Nieman
15:20
Computationally efficient hierarchical additive interaction models through hierarchical ANOVA kernels and Gaussian processes (abstract)
PRESENTER: Francesca Panero
15:45
Kernel Quantile Embeddings and Associated Probability Metrics (abstract)
PRESENTER: Masha Naslidnyk
14:30-16:10 Session 6G: CS153: Optimal Stopping, Stochastic Control and Stochastic Games II
14:30
Robust Ergodic Singular Control of Compound–Poisson Jump Diffusions under Drift and Intensity Ambiguity (abstract)
PRESENTER: Bernardo D'Auria
14:55
Strategic Focus or Technological Neutrality? On the Optimal Mix of Green Investment and Carbon Capture and Storage Research in a Budget-Constraint World (abstract)
PRESENTER: Katia Colaneri
15:20
Optimal resource extraction with a random threshold (abstract)
15:45
When investors force the green transition: a two-dimensional singular stochastic control problem (abstract)
PRESENTER: Omar Khattab
14:30-16:10 Session 6H: CS165: Processes on dynamic random graphs
14:30
The critical percolation window in growing random graphs (abstract)
14:55
Infection models on dense dynamic random graphs (abstract)
15:20
Threshold-Driven Streaming Graph: Expansion and Rumor Spreading (abstract)
PRESENTER: Flora Angileri
15:45
Contact process on interchange process (abstract)
PRESENTER: Daniel Valesin
16:40-18:20 Session 7A: CS111: Dynamical Aspects of Stochastic PDEs
16:40
A mild rough Gronwall lemma with applications to non-autonomous evolution equations (abstract)
17:05
Reduced stochastic PDE models for collective behaviour (abstract)
17:30
(Moment) Lyapunov stability of parabolic SPDEs (abstract)
17:55
Invariant measures for the open KPZ equation (abstract)
16:40-18:20 Session 7B: CS117: Statistical inference for high-dimensional diffusions
16:40
Linearization of McKean SDEs with application to parameter estimation (abstract)
PRESENTER: Andrea Zanoni
17:05
Nonparametric Estimation of the Diffusive Interaction Function in Particle Systems (abstract)
PRESENTER: Francisco Pina
17:30
Statistical inference for interacting particle systems driven by the fractional Brownian motion (abstract)
17:55
Learning Interaction Networks for High-Dimensional Diffusion Processes (abstract)
16:40-18:20 Session 7C: CS133: Optimal Stopping and Applications
16:40
The Wiener Disorder Problem with Random Post-Disorder Drift (abstract)
PRESENTER: Bruno Buonaguidi
17:05
The Dubins Constants for Walsh's Spider Process (abstract)
17:30
Continuous-Time Dynamic Contracting With Limited Commitment (abstract)
PRESENTER: Andrea Bovo
17:55
Optimal autonomous trading strategies in models based on Ornstein-Uhlenbeck processes with mean-reverting levels (abstract)
16:40-18:20 Session 7D: CS149: Modeling the Unseen: Theory and Methods for Extreme Events
16:40
Self-normalization of sums of dependent random variables (abstract)
17:05
Accurate Bayesian inference for tail risk extrapolation in time series (abstract)
PRESENTER: Simone Padoan
17:30
Asymptotic theory for the likelihood-based block maxima method in time series (abstract)
PRESENTER: David Carl
17:55
Testing for Multivariate Regular Variation (abstract)
16:40-18:20 Session 7E: CS154: Interplay between statistical physics and probabilistic methods: the case of anomalous diffusion
16:40
Non-local dynamic boundary conditions for sticky Brownian motions on smooth domains (abstract)
17:05
On some stochastic models of Anomalous Diffusion (abstract)
17:30
Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes (abstract)
17:55
Nonlocal α-size biasing: Stein characterization and one-sided concentration bound (abstract)
PRESENTER: Alessandra Meoli
16:40-18:20 Session 7F: CS167: Dynamics and phase transitions on discrete structures
16:40
Competing growth on the configuration model via first-passage percolation and long-range jumps (abstract)
PRESENTER: Matteo Sfragara
17:05
Critical density of the Stochastic Sandpile Model (abstract)
17:30
Node immunization via random forests (abstract)
17:55
Estimate of the exit time for the Long Range Ising model on random regular graphs (abstract)
16:40-18:20 Session 7G: CS168: Scaling limits for stochastic processes
16:40
Scaling limits of the one-dimensional facilitated exclusion process (abstract)
17:05
Non-chaotic interacting particle systems (abstract)
17:30
Hydrodynamic limits of exploration processes on large random graphs (abstract)
PRESENTER: Pascal Moyal
17:55
Stability and renormalization of Jackson networks with non-idling mobile servers (abstract)
16:40-18:20 Session 7H: CS175: Global and local topological properties of random graphs
16:40
Diameters in preferential attachment model with random initial degrees (abstract)
17:05
Sharp thresholds for higher powers of Hamilton cycles in random graphs (abstract)
PRESENTER: Tamas Makai
17:30
Do random initial degrees suppress concentration in preferential attachment graphs? (abstract)
PRESENTER: Federico Polito
17:55
Exploring the space of graphs with fixed discrete curvatures (abstract)
Wednesday, June 10th

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11:10-12:50 Session 9A: CS103: Moments, Cumulants and dependence: Classical and Modern Perspectives
11:10
Efficient computation and estimation of generalized cumulants via complementary set partitions (abstract)
11:35
Correlation Structure for Random Waves (abstract)
12:00
An Analogue Fr\'echet-Shohat Moments Convergence Theorem for Indeterminate Moment Problems (abstract)
12:25
The moment problem beyond finite dimensions (abstract)
PRESENTER: Maria Infusino
11:10-12:50 Session 9B: CS108: Discrete random structures for Bayesian learning
11:10
Hierarchical Random Measures without Tables (abstract)
PRESENTER: Marta Catalano
11:35
Bayesian calculus and predictive characterizations of extended feature allocation models (abstract)
PRESENTER: Lorenzo Ghilotti
12:00
Bayesian Nonparametric Community Detection in Stochastic Block Models with Structural Constraints (abstract)
PRESENTER: Martina Amongero
12:25
Exchangeable random permutations with an application to Bayesian graph matching (abstract)
PRESENTER: Francesco Gaffi
11:10-12:50 Session 9C: CS121: Advances in entropic optimal transport
11:10
Massive Particle Systems, Wasserstein Brownian Motions, and the Dean--Kawasaki SPDE (abstract)
11:35
A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithm - Part 2 (abstract)
PRESENTER: Giacomo Greco
12:00
A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn’s algorithm - Part 1 (abstract)
PRESENTER: Luca Tamanini
12:25
Properties of diffusion transport maps via creation of log-semiconcavity along heat flows (abstract)
11:10-12:50 Session 9D: CS148: Mean field control and games
11:10
A probabilistic approach for optimal stopping mean-field games (abstract)
PRESENTER: Andrea Cosso
11:35
Mean-Field Optimal Control Approach to Deep Learning (abstract)
12:00
Mean field games with option to buy information (abstract)
PRESENTER: Markus Fischer
12:25
Uniqueness for Finite-State Mean Field Games with Non-Separable Hamiltonians (abstract)
11:10-12:50 Session 9E: CS164: Stochastic Processes for Finance
11:10
Multivariate additive subordination with applications in finance (abstract)
PRESENTER: Giovanni Amici
11:35
Parametric local volatility: Exact prices lead to sound continuous Markovian models (abstract)
PRESENTER: Michele Azzone
12:00
A Double Jump Stochastic Volatility model based on a Compound CARMA(p,q)-Hawkes (abstract)
PRESENTER: Edit Rroji
12:25
Functional PCA for Risk-Neutral densities in Bayes space (abstract)
11:10-12:50 Session 9F: CS172: Uncertainty, Vagueness, and Decision Support: Logical and AI Approaches
11:10
A Quantum-Probabilistic Framework for Decision-Making under Vagueness (abstract)
11:35
Artificial Experts in Multi-Criteria Group Decision-Making (abstract)
12:00
Modeling Vagueness in Large Language Models: A Hybrid Logical-Probabilistic Perspective on Moral Classification and Constrained Generation (abstract)
12:25
An Application of Fuzzy Set Theory and Interval-Based Distances for Expert Judgment Aggregation (abstract)
11:10-12:50 Session 9G: CS174: Probability, Risk and Decision Theory
11:10
Some results on general $\Lambda$-quantiles (abstract)
11:35
Ordering and measuring the complexity of lotteries (abstract)
12:00
Event Valence and Subjective Probability (abstract)
12:25
Disappointment aversion and expectiles (abstract)
PRESENTER: Fabio Bellini
11:10-12:50 Session 9H: CS176: Continuous-time random walks and diffusion processes: resetting and transformation for biological modeling
11:10
Can the introduction of resetting expedite the first passage of a diffusion process? (abstract)
11:35
Master Equations for Continuous-Time Random Walks with Stochastic Resetting (abstract)
PRESENTER: Gianni Pagnini
12:00
On some drift-based transformations of multidimensional diffusion processes and their applications (abstract)
PRESENTER: Verdiana Mustaro
12:25
Modeling Monkeypox transmission through stochastic dynamics with self-excitation (abstract)
11:10-12:50 Session 9I: CS189: Stochastic population dynamics
11:10
Large-sample asymptotics of coalescent importance sampling algorithms (abstract)
PRESENTER: Jere Koskela
11:35
Gamma duality and a tractable transition density for the Wright-Fisher diffusion with selection (abstract)
PRESENTER: Jaromir Sant
12:00
Multi-type logistic branching processes with selection: frequency process and genealogy for large carrying capacities (abstract)
12:25
Dice processes, moment duality, and the propagation of exchangeability (abstract)
Thursday, June 11th

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11:10-12:50 Session 12A: CS110: Risk measures: static and dynamic aspects
11:10
Robust quasi-convex and cash-subadditive risk measures: theory, duality, and applications (abstract)
PRESENTER: Asmerilda Hitaj
11:35
Integrated expectile-based measures of inequality (abstract)
PRESENTER: Marco Tarsia
12:00
Measuring Financial Resilience Using Backward Stochastic Differential Equations (abstract)
PRESENTER: Matteo Ferrari
12:25
Multivariate Robust Extremiles (abstract)
PRESENTER: Valeria Bignozzi
11:10-12:50 Session 12B: CS116: Neural Networks and Gaussian Processes: Perspectives from Young Researchers
11:10
Quantitative Convergence of Trained Quantum Neural Networks to a Gaussian Process (abstract)
11:35
Edgeworth Expansions and Non-Gaussian Corrections in Finite-Width Wide Neural Networks (abstract)
12:00
Spectral and Geometric Phase Transitions in Deep Neural Networks (abstract)
12:25
Quantitative Master Theorems for Tensor Programs via the Wasserstein distance (abstract)
PRESENTER: Eloy Mosig
11:10-12:50 Session 12C: CS125: Cooperative and competitive mean-field models - Part I
11:10
Stationary Mean-Field singular control of an Ornstein-Uhlenbeck process (abstract)
11:35
Mean field games in Hilbert spaces (abstract)
12:00
Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise (abstract)
PRESENTER: Anna Pajola
12:25
Fast-slow mean-field games with common noise (abstract)
11:10-12:50 Session 12D: CS128: (Stochastic) Analysis on Spaces of Probability Measures and Applications
11:10
The Wasserstein geometry of random measures (abstract)
PRESENTER: Alessandro Pinzi
11:35
Entropic Regularization of Rearranged Stochastic Heat Equation (abstract)
12:00
Normalizing Flows as Approximations of the Optimal Transport Map (abstract)
12:25
ResNets of All Shapes and Sizes: Quantitative Large-Scale Theory of Training Dynamics (abstract)
11:10-12:50 Session 12E: CS130: McKean-Vlasov SDEs and associated nonlinear PDEs
11:10
McKean–Vlasov dynamics with killing and memory: probabilistic representations of a McKean-type PDE (abstract)
11:35
Stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization (abstract)
12:00
Well-posedness of a stochastic reacting particle system with non-local and Lennard–Jones interactions (abstract)
PRESENTER: Giulia Rui
12:25
Intermediate Interactions in Particle Systems: Applications to Fluid Dynamics and Biological Modeling (abstract)
11:10-12:50 Session 12F: CS146: Fractional Processes and Non-local Operators (Part 1)
11:10
Fractional Calculus and Gaussian Processes: extensions and alternatives to fractional Brownian motion (abstract)
11:35
Generalizations of Elastic Brownian Motion (abstract)
12:00
Random walks with stochastic resetting in complex networks (abstract)
PRESENTER: Federico Polito
12:25
Non-local operators for Pearson diffusions (abstract)
PRESENTER: Ivan Papić
11:10-12:50 Session 12G: CS151: Stochastic Models and Random Perturbations
11:10
Capturing Growth and Shock Dynamics through Lognormal Diffusions with Binomial Catastrophes (abstract)
PRESENTER: Sabina Musto
11:35
Branching Random Walks with ageing (abstract)
PRESENTER: Elena Montanaro
12:00
On the Markov modulated Poisson process and its application in shock models (abstract)
PRESENTER: Nicola Giordano
12:25
Multidimensional random motions with a natural number of velocities (abstract)
11:10-12:50 Session 12H: CS178: Disordered systems in statistical mechanics
11:10
Hard wall repulsion for the discrete Gaussian free field in random environment in supercritical dimension (abstract)
PRESENTER: Emanuele Pasqui
11:35
Pinning polymer model in correlated random environment (abstract)
12:00
Solidification estimates for random walks on supercritical percolation clusters (abstract)
PRESENTER: Zhizhou Liu
12:25
Fluctuations of the Simple Exclusion Process on Point Processes (abstract)
PRESENTER: Alberto Chiarini
14:30-16:10 Session 13A: CS126: Cooperative and competitive mean-field models - Part II
14:30
Singular Mean-field Control via Singular Mean-field Games (abstract)
PRESENTER: Giorgio Ferrari
14:55
Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching (abstract)
PRESENTER: Marco Fuhrman
15:20
Convergence for linear quadratic potential mean field games (abstract)
PRESENTER: Jodi Dianetti
15:45
Mean field optimal stopping and related N -player cooperative games (abstract)
PRESENTER: Laura Perelli
14:30-16:10 Session 13B: CS141: Fractional Processes and Non-local Operators (Part 2)
14:30
Target hitting counting process in networks and applications to evanescent random walks (abstract)
14:55
Well-posedness results and asymptotic estimates for fractional partial differential equations (abstract)
15:20
Generalized Fractional Derivative Operators and Fractional Diffusion Equations Connected to Semistable Lévy Processes (abstract)
PRESENTER: Peter Kern
15:45
Time-changed random evolutions and fractional hyperbolic-type equations (abstract)
14:30-16:10 Session 13C: CS150: Rough analysis
14:30
Nonlinear Rough Fokker-Planck Equations (abstract)
PRESENTER: Fabio Bugini
14:55
Wick integrals (abstract)
PRESENTER: Emilio Ferrucci
15:20
Statistical inference for SDEs using Signatures (abstract)
PRESENTER: Nikolas Tapia
15:45
Recent Developments on Singular SPDEs in Heterogeneous Media and Curved Spaces (abstract)
14:30-16:10 Session 13D: CS156: Point processes in the continuum
14:30
Long-time behaviour for birth-and-death dynamics in the continuum (abstract)
14:55
A jewel and two dials in the ideal Poisson--Voronoi tessellation (abstract)
15:20
Modified logarithmic Sobolev inequalities for point processes (abstract)
15:45
Large deviations for spatial coagulation with diffusion (abstract)
14:30-16:10 Session 13E: CS161: Singular SDEs: Well Posedness and Numerics
14:30
Numerical Approximation of McKean-Vlasov SDEs via Stochastic Gradient Descent (abstract)
PRESENTER: Andrea Amato
14:55
Strong regularisation-by-noise for degenerate SDEs of kinetic type: results and open problems (abstract)
15:20
A non-local singular McKean SDE (abstract)
PRESENTER: Luca Bondi
15:45
Martingale Problems with Distributional Drift via Regularisation: Convergence of the Euler Scheme (abstract)
PRESENTER: Matteo Cagnotti
14:30-16:10 Session 13F: CS169: Applications of probability to economics, finance, and insurance
14:30
A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction (abstract)
14:55
Optimal reinsurance with unobservable claim arrival intensity: a Stackelberg differential game (abstract)
15:20
On consistency of optimal portfolio choice for state-dependent exponential utilities (abstract)
PRESENTER: Edoardo Berton
15:45
Economic growth models on networks with regime-switching dynamics (abstract)
PRESENTER: Ilaria Stefani
14:30-16:10 Session 13G: CS170: Advances in the Geometry of Random fields
14:30
Non-universal fluctuations for functionals of random neural networks (abstract)
14:55
On the Lyapunov exponent of discrete and continuum generalized Ising-models (abstract)
15:20
Critical Points and Euler characteristic for Time-Dependent Spherical Random Fields (abstract)
15:45
Random scars : overview and recent advances (abstract)
PRESENTER: Louis Gass
14:30-16:10 Session 13H: CS179: Interacting Particles and Optimization in Machine Learning
14:30
A multiscale analysis of mean-field transformers in the moderate interaction regime (abstract)
PRESENTER: Giuseppe Bruno
14:55
Global Optimization via Softmin Energy Minimization (abstract)
PRESENTER: Samuele Saviozzi
15:20
Random Quadratic Form on a Sphere: Synchronization by Common Noise (abstract)
PRESENTER: Anna Shalova
15:45
ZOBA: An Efficient Single-loop Zeroth-order Bilevel Optimization Algorithm (abstract)
PRESENTER: Marco Rando
16:40-18:20 Session 14A: CS120: Probabilistic Perspectives on Generative Modeling
16:40
Exponential Convergence Guarantees for Iterative Markovian Fitting (abstract)
17:05
On Forgetting and Stability of Score-based Generative models (abstract)
17:30
Non-Asymptotic Convergence of Discrete Diffusion Models: Masked and Random Walk dynamics (abstract)
17:55
Algorithm- and Data-Dependent Generalization Bounds for Diffusion Models (abstract)
16:40-18:20 Session 14B: CS143: Optimal Transport Methods for Statistics
16:40
Beyond Schrödinger Bridges for Learning Trajectories from Snapshot Samples (abstract)
17:05
Two-sample test for laws of random probabilities via optimal transport (abstract)
16:40-18:20 Session 14C: CS158: Stochastic Processes, PDEs and Networks
16:40
Stationary Mean Field Games on networks with sticky transition condition (abstract)
17:05
Random evolution on combinatorial and metric graphs (abstract)
17:30
Constructing heavy-tailed directed hypergraphs (abstract)
PRESENTER: Giacomo Ascione
17:55
Sticky vertices with energy accumulation (abstract)
16:40-18:20 Session 14D: CS162: Singular stochastic analysis and stochastic quantization
16:40
Large field problem in coercive singular PDEs (abstract)
PRESENTER: Ilya Chevyrev
17:05
Flow equation approach to stochastic quantisation (abstract)
PRESENTER: Paolo Rinaldi
17:30
On spectral gaps of stochastic wave equations (abstract)
17:55
The forward-backward approach to interacting fermionic states on the lattice (abstract)
PRESENTER: Luca Fresta
16:40-18:20 Session 14E: CS163: Stochastic chemical reaction network dynamics
16:40
Stability of Reaction Networks with Randomly Switching Parameters - part 2 (abstract)
PRESENTER: Aidan Howells
17:05
Stochastic ordering tools for reaction network models (abstract)
PRESENTER: Giulio Cuniberti
17:30
Noise induced stabilization in stochastic chemical reaction network (abstract)
PRESENTER: Lucie Laurence
17:55
Stability of Reaction Networks with Randomly Switching Parameters - Part 1 (abstract)
16:40-18:20 Session 14F: CS166: SPDEs in Finance
16:40
Real-world models for multiple term structures: a unifying HJM semimartingale framework (abstract)
PRESENTER: Claudio Fontana
17:05
Invariant cones for jump-diffusions in infinite dimensions (abstract)
17:30
Stochastic Evolution Inclusions with Nonlocal Initial Conditions (abstract)
17:55
Modeling with neural SPDEs: data-driven Heath-Jarrow-Morton models (abstract)
PRESENTER: Christa Cuchiero
16:40-18:20 Session 14G: CS181: Approaches to Uncertainty and Information Measures
16:40
Multi-Criteria Decision-Making, Conditional Probabilities, and Fuzzy Sets (abstract)
17:05
Analysis of Systems through the Regression Importance Signature (abstract)
PRESENTER: Giulia Pisano
17:30
Optimizing Fuzzy Partitions for Visual Sensors (abstract)
PRESENTER: Andrea Capotorti
17:55
Reinsurance games through quantile-constrained Choquet-Wasserstein approximations (abstract)
Friday, June 12th

View this program: with abstractssession overviewtalk overview

11:10-12:50 Session 16A: CS155: Asymptotic results for predictive distributions
11:10
Almost conditionally identically distributed random variables (abstract)
11:35
Exchangeable measure-valued Pólya sequences (abstract)
12:00
Asymptotic and empirical properties of some classes of predictive distribution (abstract)
PRESENTER: Fabrizio Leisen
12:25
Predictive Bernstein-von Mises Theorems (abstract)
PRESENTER: Sandra Fortini
11:10-12:50 Session 16B: CS101: Statistical methods for complex spatial data analysis
11:10
Bayesian nonparametric inference for covariate-driven point processes (abstract)
PRESENTER: Matteo Giordano
11:35
Low-Dose Tomography of Random Fields and the Problem of Continuous Heterogeneity (abstract)
PRESENTER: Alessia Caponera
12:00
Guidelines for Cubature-based Likelihood approximation of 3D Poisson Point Processes (abstract)
PRESENTER: Marco Tarantino
12:25
Bayesian nonparametric estimation of spatio-temporal Hawkes processes (abstract)
11:10-12:50 Session 16C: CS119: Statistical Learning through Kernels and Transport
11:10
Flowing Datasets with Wasserstein over Wasserstein Gradient Flows (abstract)
11:35
Hilbert-Based Correlation Indices for Distributional Data (abstract)
12:00
Wasserstein Least Squares: statistics, geometry, and algorithms (abstract)
12:25
Learning ergodic dynamical systems from finite trajectories (abstract)
PRESENTER: Lorenzo Rosasco
11:10-12:50 Session 16D: CS127: Asymptotics of random graphs
11:10
Probability graphons and large deviations for random weighted graphs (abstract)
11:35
Convergence of subgraph densities in ERGMs (abstract)
PRESENTER: Elena Magnanini
12:00
Spectral properties of directed inhomogeneous graphs (abstract)
12:25
Exponential Random Edge-Colored Graphs via Probability Graphons: Free Energies and Extremal Colorings (abstract)
11:10-12:50 Session 16E: CS157: Recent Advances in Stochastic Volterra Equations
11:10
Kolmogorov equations for stochastic Volterra processes with singular kernels (abstract)
11:35
Stochastic Volterra Equations on Convex Domains (abstract)
12:00
Explosions of stochastic Volterra equations (abstract)
PRESENTER: Sergio Pulido
12:25
The Volterra signature (abstract)
PRESENTER: Luca Pelizzari
11:10-12:50 Session 16F: CS173: Probability for Graph Algorithms
11:10
Approximate 2-hop neighborhoods on incremental graphs: An efficient lazy approach (abstract)
11:35
Maintaining k-MinHash Signatures over Fully-Dynamic Data Streams with Recovery (abstract)
12:00
Payment-failure times for random Lightning paths (abstract)
12:25
The Minority Dynamics (abstract)
11:10-12:50 Session 16G: CS187: Memory effects in Markov and non-Markov stochastic processes
11:10
{Macro-Micro Inference for Galves-Löcherbach Processes: Robust Synaptic Classification via Spike-Triggered Extrapolation (abstract)
11:35
Laplace's first law of errors applied to Markov and non-Markov diffusive motion (abstract)
PRESENTER: Eli Barkai
12:00
Functional marked self-exciting point process models (abstract)
12:25
A fractional Hawkes process (abstract)
11:10-12:50 Session 16H: CS190: Methodological Issues in Multidimensional and Composite Data Analysis Organizer
11:10
Nonparametric Inference for Multivariate and Complex Data Structures (abstract)
11:35
Permutation Tests and NPC Methodology. Theory and Application in Education, in Clinical Research and in Social Security (abstract)
12:00
An EWMA Control Chart to Monitor a Multivariate Binomial Process (abstract)
12:25
New Distributed Beacon-Based Approaches for Multi-Parameter Monitoring: Sentinel-GRID (abstract)
PRESENTER: Angelo Romano