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
08:45-09:35 Session 1: Opening Ceremony
Local Coordinator: Giuseppe Sanfilippo
Vice Rector: Enrico Napoli
Vice-Rector for Education and International Affairs: Fabio Mazzola
President of PRISMA: Antonio Di Crescenzo
Head of the Department of Mathematics and Computer Science: Cinzia Cerroni
Head of the dSeas: Marcantono Ruisi
Head of the DiFC: Massimo Palma
President of SIS: Marcello Chiodi
Vice-President of Amases: Andrea Consiglio
Chair:
Location: Aula 11
09:40-11:20 Session 2A: CS102: Tales of Randomness: A Historical Perspective on SPDEs
Chairs:
Location: Aula 5
| 09:40 | Chapter 1: Ergodicity and Markov Selections (abstract)  |
| 10:05 | Chapter 2: Transport Equation and Kolmogorov equations (abstract) |
| 10:30 | Chapter 3: Scaling limits and delayed blow-up by transport noise (abstract) |
| 10:55 | Chapter 4: The nonsmooth Kraichnan model (abstract) PRESENTER: Mario Maurelli |
09:40-11:20 Session 2B: CS106: Collective Phenomena in Financial Markets: Arbitrage, Replication, and Risk
Chair:
Location: Aula 6
| 09:40 | Collective Arbitrage and Superreplication (abstract) PRESENTER: Thilo Meyer-Brandis |
| 10:05 | Collective completeness and pricing hedging duality (abstract) PRESENTER: Alessandro Doldi |
| 10:30 | Does cooperation improve individual performance? (abstract) PRESENTER: Marco Maggis |
| 10:55 | Relative Performance Concerns in Financial Markets under Recursive Intertemporal Preferences (abstract) PRESENTER: Frank Riedel |
09:40-11:20 Session 2C: CS107: Combinatorial structures in probability and mathematical physics
Chair:
Location: Aula 7
| 09:40 | The bead model and the macroscopic behaviour of Gelfand-Tsetlin patterns (abstract) |
| 10:05 | Can one hear the shape of a random matrix? (abstract) PRESENTER: Elia Bisi |
| 10:30 | Extreme value statistics for partial orders (abstract) PRESENTER: Giovanni Gramegna |
| 10:55 | Stationary half-space random growth, via combinatorics (abstract) |
09:40-11:20 Session 2D: CS115: Stochastic partial differential equations and invariant measures
Chair:
Location: Aula 8
| 09:40 | Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen–Cahn–Navier–Stokes system with singular potential (abstract) PRESENTER: Margherita Zanella |
| 10:05 | The nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity (abstract) PRESENTER: Benedetta Ferrario |
| 10:30 | On the uniqueness of reversible invariant measures for SPDEs on the full space (abstract) PRESENTER: Francesco Carlo De Vecchi |
| 10:55 | Exponential integrability of the solution and the invariant measure to the stochastic Burgers equation (abstract) PRESENTER: Josef Janák |
09:40-11:20 Session 2E: CS131: Directed Polymers and Stochastic Heat Flow
Chair:
Location: Aula 9
| 09:40 | Strong disorder for Stochastic Heat Flow and 2D Directed Polymers (abstract) PRESENTER: Nicola Turchi |
| 10:05 | Moment structure of the critical stochastic heat flow and independence of collision times of random walks (abstract) |
| 10:30 | Noise sensitivity and directed polymers (abstract) PRESENTER: Anna Donadini |
| 10:55 | Directed polymer in spatially correlated environment (abstract) PRESENTER: Francesca Cottini |
09:40-11:20 Session 2F: CS138: First Passage Times: theory and simulations
Chairs:
Location: Aula 10
| 09:40 | First-passage times through closed curves for bivariate diffusion processes, simulations and comparisons based on stochastic orderings (abstract) PRESENTER: Serena Spina |
| 10:05 | Approximation of Diffusion Exit Times from Bounded Domains via a Rejection-Based Random Walk (abstract) PRESENTER: Samuel Herrmann |
| 10:30 | Singular SDEs through interfaces: the threshold Cox-Ingersoll-Ross model (abstract) |
| 10:55 | Approximation of first passage times and hitting times for stochastic differential equations (abstract) PRESENTER: Madalina Deaconu |
09:40-11:20 Session 2G: CS140: Community structure of Complex Networks
Chairs:
Location: Aula Seminari B
| 09:40 | Mixing trichotomy for random walks on directed stochastic block models (abstract) PRESENTER: Alessandra Bianchi |
| 10:05 | Homophily within and across groups: a maximum-entropy framework for analyzing different social scales (abstract) PRESENTER: Riccardo Michielan |
| 10:30 | Localized geometry detection in scale-free random graphs (abstract) PRESENTER: Gianmarco Bet |
| 10:55 | node2vec random walks: Regular graphs and recurrence (abstract) PRESENTER: Lars Schroeder |
09:40-11:20 Session 2H: CS177: Stochastic Algorithms and Interacting Reinforced Processes
Chairs:
Location: Aula Multimediale C
| 09:40 | Interacting vertex reinforced random walks on complete subgraphs with simultaneous and independent transitions (abstract) PRESENTER: Fernando Prado |
| 10:05 | A multi-factorial innovation model with feature-interaction (abstract) PRESENTER: Andrea Ghiglietti |
| 10:30 | Large deviations for stochastic approximation: A weak convergence approach (abstract) PRESENTER: Pierre Nyquist |
| 10:55 | Urn models: interaction, synchronization and generalized reinforcement (abstract) PRESENTER: Pierre-Yves Louis |
11:50-13:30 Session 3A: CS105: Regularisation by noise for SPDEs
Chairs:
Location: Aula 5
| 11:50 | Pathwise uniqueness by noise for stochastic PDEs with singular drift (abstract) PRESENTER: Davide Augusto Bignamini |
| 12:15 | Transport noise in natural convection (abstract) PRESENTER: Theresa Lange |
| 12:40 | Anomalous phenomena in the Kraichnan model of turbulence (abstract) PRESENTER: Lucio Galeati |
| 13:05 | Refined uniqueness results for 2D Euler and gSQG with rough Kraichnan noise (abstract) PRESENTER: Marco Bagnara |
11:50-13:30 Session 3B: CS109: Recent Advances in Bayesian Nonparametrics
Chair:
Location: Aula 6
| 11:50 | Separate Exchangeability as Modeling Principle in Bayesian Nonparametrics (abstract) |
| 12:15 | A partial likelihood approach to tree-based density modeling and its application in Bayesian inference (abstract) PRESENTER: Benedetta Bruni |
| 12:40 | Posterior behaviour of the stick-breaking weights for Bayesian infinte mixture models (abstract) |
| 13:05 | Cognitive data analysis with Bayesian Drift Diffusion Model (abstract) PRESENTER: Alice Giampino |
11:50-13:30 Session 3C: CS113: Stochastics in Classical and Quantum Physics
Chairs:
Location: Aula 7
| 11:50 | Stochastic Differential Equations and the Martin-Siggia-Rose Formalism: An Algebraic-Analytic Correspondence (abstract) PRESENTER: Nicolo Drago |
| 12:15 | On the Stochastic Sine-Gordon Model from the Viewpoint of Quantum Field Theory (abstract) PRESENTER: Claudio Dappiaggi |
| 12:40 | Boltzmann processes (abstract) PRESENTER: Barbara Rüdiger |
| 13:05 | A stochastic approach to time-dependent BEC (abstract) PRESENTER: Luigi Borasi |
11:50-13:30 Session 3D: CS114: New advances in rough volatility models
Chair:
Location: Aula 8
| 11:50 | Efficient Simulation of Affine Volterra Processes (abstract) |
| 12:15 | Rough differential equations for volatility (abstract) PRESENTER: Emilio Ferrucci |
| 12:40 | Efficient simulation of a new class of Volterra-type SDEs (abstract) PRESENTER: Giorgia Callegaro |
| 13:05 | Lévy processes as weak limits of rough Heston models (abstract) PRESENTER: Alessandro Bondi |
11:50-13:30 Session 3E: CS132: Subordinated Markov processes and applications
Chair:
Location: Aula 9
| 11:50 | Multivariate tempered stable additive subordination for financial models (abstract) |
| 12:15 | Thorin processes: subordination and applications (abstract) |
| 12:40 | Additive subordination of multiparameter Markov processes (abstract) PRESENTER: Alessandro Mutti |
| 13:05 | Two-factor models via subordination of multiparameter Markov processes (abstract) PRESENTER: Giuseppe D'Onofrio |
11:50-13:30 Session 3F: CS142: Diffusion Processes in Machine Learning
Chairs:
Location: Aula 10
| 11:50 | Theoretical guarantees for diffusion models — beyond log-concavity (abstract) PRESENTER: Gitte Kremling |
| 12:15 | Adaptive denoising diffusion modelling via random time reversal (abstract) PRESENTER: Lukas Trottner |
| 12:40 | Sampling error bounds for the denoising diffusion probabilistic model via the Föllmer process (abstract) |
| 13:05 | Dimension-free statistical guarantees for guidance scale adaptation of conditional diffusion models via PAC-Bayes bounds (abstract) PRESENTER: Shogo Nakakita |
11:50-13:30 Session 3G: CS174: Probability, Risk and Decision Theory
Chair:
Location: Aula 11
| 11:50 | Some results on general $\Lambda$-quantiles (abstract) PRESENTER: Felix-Benedikt Liebrich |
| 12:15 | Ordering and measuring the complexity of lotteries (abstract) |
| 12:40 | Event Valence and Subjective Probability (abstract) |
| 13:05 | Disappointment aversion and expectiles (abstract) PRESENTER: Fabio Bellini |
15:00-16:30 Session 5: Colloquium Lecture: Silvio Micali
The opening plenary lecture, entitled Randomness and Computation, will be delivered by Silvio Micali, recipient of the 2012 A. M. Turing Award, on Monday, 8 June, at 3:00 p.m. in the Aula Magna of the Department of Economics, Business and Statistics (dSEAS), Building 13, Viale delle Scienze, Palermo.
The event will be available on Microsoft Teams at the following link :
Online participants are required to register before attending.
Chair:
| 15:00 | Randomness and Computation (abstract) |
18:00-19:30 Touristic Tour Palazzo dei Normanni
A guided tour (offered by ARS – Sicilian Regional Assembly) will take place at the Royal Palace (Palazzo dei Normanni) in Palermo
IMPORTANT: Main entrance on Piazza del Parlamento.
19:30-22:00 Welcome Cocktail, Palazzo dei Normanni
A welcome cocktail will take place at the Royal Palace (Palazzo dei Normanni) in Palermo
Tuesday, June 9th
View this program: with abstractssession overviewtalk overview
09:30-17:00 Exhibition historical books
Exhibition of selected rare and historical books on mathematics, probability, and mathematical statistics. Organized by the libraries of DMI, SEAS, and Engineering.
Location: Aula Multimediale C
09:30-10:30 Session 6: Keynote Speaker: Francesca Biagini
The event will be available on Microsoft Teams at the following link :
Online participants are required to register before attending.
Chair:
| 09:30 | When defaults cannot be hedged: XVA calculations via local risk-minimization (abstract) |
11:10-12:50 Session 7A: CS104: SPDEs for physical models
Chairs:
Location: Aula 5
| 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 7B: CS123: Asymptotic properties of Gaussian fields
Chair:
Location: Aula 6
| 11:10 | Fractional Cointegration of Geometric Functionals (abstract) PRESENTER: Anna Vidotto |
| 11:35 | Limit theorems for functionals of stationary Gaussian fields (abstract) |
| 12:00 | Scars in random waves: concentration and oscillation (abstract) PRESENTER: Michele Stecconi |
| 12:25 | Berry-Heisenberg random waves (abstract) PRESENTER: Marco Carfagnini |
11:10-12:50 Session 7C: CS135: Stochastic Systems, Mean-Field Models, and Control
Chairs:
Location: Aula 7
| 11:10 | Mean-field control of heterogeneous systems (abstract) PRESENTER: Anna De Crescenzo |
| 11:35 | On the notion of Wasserstein BSDE and its application to Mean Field Control (abstract) PRESENTER: Mattia Martini |
| 12:00 | Mean-Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach (abstract) PRESENTER: Lukas Wessels |
| 12:25 | Optimal policies for environmental assets under spatial heterogeneity and global awareness. (abstract) |
11:10-12:50 Session 7D: CS152: Optimal stopping, stochastic control and stochastic games I
Chairs:
Location: Aula 8
| 11:10 | Optimal Annuitization under Partially Observable Mortality (abstract) PRESENTER: Matteo Buttarazzi |
| 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 7E: CS160: Non-Homogeneous Random Graphs
Chair:
Location: Aula 9
| 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 7F: CS171: Methods in stochastic fluid dynamics: a young researchers' perspective
Chairs:
Location: Aula 10
| 11:10 | Invariant measures for one-dimensional stochastic compressible fluid equations (abstract) |
| 11:35 | Non-selection of Lagrangian trajectories in the zero-noise limit (abstract) PRESENTER: Filippo Giovagnini |
| 12:00 | Background {Vlasov} equations and {Young} measures for passive scalar and vector advection equations under special stochastic scaling limits (abstract) |
| 12:25 | Intrinsic stochasticity in the Landau–Lifshitz–Navier–Stokes equations on logarithmic lattices (abstract) |
11:10-12:50 Session 7G: CS172: Uncertainty, Vagueness, and Decision Support: Logical and AI Approaches
Chairs:
Location: Aula 11
| 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 7H: CS191: Selected Topics in Probability and Statistics
Chair:
Location: Aula 12
| 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 | Symmetries of SDEs: from invariance properties to integration by parts formulas (abstract) PRESENTER: Susanna Dehò |
14:30-16:10 Session 8A: CS129: New Horizons for Random Fields in Probability and Statistics
Chair:
Location: Aula 5
| 14:30 | Limit theorems for space-time Gaussian fields on $\mathbb R^d$ (abstract) |
| 14:55 | New Chaos Decomposition of Gaussian Nodal Volumes (abstract) PRESENTER: Anna Paola Todino |
| 15:20 | A Risk Minimization Approach to PCA with Irregular Data (abstract) PRESENTER: Kartik Waghmare |
| 15:45 | Spectral Bayesian Regression on the Sphere (abstract) |
14:30-16:10 Session 8B: CS124: Infinite Dimensional Analysis and Malliavin Calculus
Chair:
Location: Aula 6
| 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) PRESENTER: Paolo De Fazio |
| 15:45 | Malliavin Calculus for rough stochastic differential equations (abstract) PRESENTER: Michele Coghi |
14:30-16:10 Session 8C: CS137: Stochastic Models in Fluid Dynamics
Chairs:
Location: Aula 7
| 14:30 | Averaging Dynamics and Wong-Zakai approximations for a Fast-Slow Navier-Stokes System Driven by fractional Brownian Motion (abstract) PRESENTER: Francesco Triggiano |
| 14:55 | Zero-noise selection and Large Deviations in $L^\infty_t L^p_x$ for the stochastic transport equation beyond DiPerna-Lions (abstract) PRESENTER: Umberto Pappalettera |
| 15:20 | Hookean dumbbell model for polymers, stretching noise and turbulence (abstract) |
| 15:45 | Anomalous regularization for the non-smooth Kraichnan and Kazantsev-Kraichnan models on the torus (abstract) |
14:30-16:10 Session 8D: CS139: Conformal prediction: theory and methods
Chairs:
Location: Aula 8
| 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) PRESENTER: Teresa Bortolotti |
| 15:45 | Conditional Coverage in Conformal Prediction: Tradeoffs and Insights (abstract) PRESENTER: Sacha Braun |
14:30-16:10 Session 8E: CS144: Probabilistic Analysis of Complex Engineering Networks
Chair:
Location: Aula 9
| 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) PRESENTER: Nahuel Soprano-Loto |
| 15:45 | Poisson Hail on a Wireless Ground (abstract) PRESENTER: Ke Feng |
14:30-16:10 Session 8F: CS147: Kernel methods in Bayesian statistics
Chairs:
Location: Aula 10
| 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 | Measuring partial exchangeability with reproducing kernel Hilbert spaces (abstract) PRESENTER: Hugo Lavenant |
| 15:45 | Likelihood-based priors: a kernel mixture approach (abstract) |
14:30-16:10 Session 8G: CS153: Optimal Stopping, Stochastic Control and Stochastic Games II
Chairs:
Location: Aula 11
| 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) PRESENTER: Mattia Allemandri |
| 15:45 | When investors force the green transition: a two-dimensional singular stochastic control problem (abstract) PRESENTER: Omar Khattab |
14:30-16:10 Session 8H: CS165: Processes on dynamic random graphs
Chair:
Location: Aula 12
| 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 9A: CS111: Dynamical Aspects of Stochastic PDEs
Chairs:
Location: Aula 5
| 16:40 | A mild rough Gronwall lemma with applications to non-autonomous evolution equations (abstract) PRESENTER: Alexandra Blessing |
| 17:05 | (Moment) Lyapunov stability of parabolic SPDEs (abstract) |
| 17:30 | Invariant measures for the open KPZ equation (abstract) |
| 17:55 | The incompressible Navier-Stokes-Fourier system with thermal noise (abstract) |
16:40-18:20 Session 9B: CS117: Statistical inference for high-dimensional diffusions
Chair:
Location: Aula 6
| 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) PRESENTER: Radomyra Shevchenko |
| 17:55 | Learning Interaction Networks for High-Dimensional Diffusion Processes (abstract) |
16:40-18:20 Session 9C: CS133: Optimal Stopping and Applications
Chair:
Location: Aula 7
| 16:40 | The Dubins Constants for Walsh's Spider Process (abstract) |
| 17:05 | Continuous-Time Dynamic Contracting With Limited Commitment (abstract) PRESENTER: Andrea Bovo |
| 17:30 | Optimal autonomous trading strategies in models based on Ornstein-Uhlenbeck processes with mean-reverting levels (abstract) |
| 17:55 | The Wiener Disorder Problem with Random Post-Disorder Drift (abstract) PRESENTER: Bruno Buonaguidi |
16:40-18:20 Session 9D: CS145: Frontiers in Infinite-Dimensional Stochastic Control: Theory and Applications
Chair:
Location: Aula 8
| 16:40 | A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations (abstract) PRESENTER: Johan Benedikt Spille |
| 17:05 | Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (abstract) PRESENTER: Yang Yang |
| 17:30 | Universal Approximation of Nonlinear Operators and Their Derivatives (abstract) PRESENTER: Filippo de Feo |
| 17:55 | Deep Hilbert-Galerkin Methods for Infinite-Dimensional PDEs and Optimal Control (abstract) PRESENTER: Jackson Hebner |
16:40-18:20 Session 9E: CS149: Modeling the Unseen: Theory and Methods for Extreme Events
Chair:
Location: Aula 9
| 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 9F: CS154: Interplay between statistical physics and probabilistic methods: the case of anomalous diffusion
Chairs:
Location: Aula 10
| 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) PRESENTER: Lorenzo Facciaroni |
| 17:55 | Nonlocal α-size biasing: Stein characterization and one-sided concentration bound (abstract) PRESENTER: Alessandra Meoli |
16:40-18:20 Session 9G: CS167: Dynamics and phase transitions on discrete structures
Chairs:
Location: Aula 11
| 16:40 | Competing growth on the configuration model via first-passage percolation and long-range jumps (abstract) PRESENTER: Matteo Sfragara |
| 17:05 | Some recent results on the Stochastic Sandpile Model (abstract) |
| 17:30 | Node immunization via random forests (abstract) |
| 17:55 | Minimal shapes on the hyperbolic lattices and the emergence of metastability (abstract) |
16:40-18:20 Session 9H: CS175: Global and local topological properties of random graphs
Chair:
Location: Aula 12
| 16:40 | Diameters in preferential attachment model with random initial degrees (abstract) PRESENTER: Carlo De Ambroggio |
| 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
View this program: with abstractssession overviewtalk overview
09:30-10:30 Session 10: Keynote Speaker: Giuseppe Savaré
Speaker: Giuseppe Savaré
The event will be available on Microsoft Teams at the following link :
Online participants are required to register before attending.
Chair:
| 09:30 | From the Monge–Kantorovich problem to optimal transport for random measures (abstract) |
11:10-12:50 Session 11A: CS103: Moments, Cumulants and dependence: Classical and Modern Perspectives
Chair:
Location: Aula 5
| 11:10 | Efficient computation and estimation of generalized cumulants via complementary set partitions (abstract) |
| 11:35 | Correlation Structure for Random Waves (abstract) PRESENTER: Riccardo Maffucci |
| 12:00 | An Analogue Fr\'echet-Shohat Moments Convergence Theorem for Indeterminate Moment Problems (abstract) PRESENTER: Pier Luigi Novi Inverardi |
| 12:25 | The moment problem beyond finite dimensions (abstract) PRESENTER: Maria Infusino |
11:10-12:50 Session 11B: CS108: Discrete random structures for Bayesian learning
Chair:
Location: Aula 6
| 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 11C: CS121: Advances in entropic optimal transport
Chair:
Location: Aula 7
| 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 1 (abstract) PRESENTER: Luca Tamanini |
| 12:00 | A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithm - Part 2 (abstract) PRESENTER: Giacomo Greco |
| 12:25 | Properties of diffusion transport maps via creation of log-semiconcavity along heat flows (abstract) PRESENTER: Katharina Eichinger |
11:10-12:50 Session 11D: CS148: Mean field control and games
Chairs:
Location: Aula 8
| 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) PRESENTER: Nicola Fraccarolo |
11:10-12:50 Session 11E: CS164: Stochastic Processes for Finance
Chairs:
Location: Aula 9
| 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 | Functional PCA for Risk-Neutral densities in Bayes space (abstract) PRESENTER: Anna Maria Gambaro |
11:10-12:50 Session 11F: CS168: Scaling limits for stochastic processes
Chair:
Location: Aula 10
| 11:10 | Scaling limits of the one-dimensional facilitated exclusion process (abstract) |
| 11:35 | Non-chaotic interacting particle systems (abstract) |
| 12:00 | Hydrodynamic limits of exploration processes on large random graphs (abstract) PRESENTER: Pascal Moyal |
| 12:25 | Stability and renormalization of Jackson networks with non-idling mobile servers (abstract) PRESENTER: Christine Fricker |
11:10-12:50 Session 11G: CS176: Continuous-time random walks and diffusion processes: resetting and transformation for biological modeling
Chairs:
Location: Aula 11
| 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) PRESENTER: Barbara Martinucci |
11:10-12:50 Session 11H: CS180: Mathematics of Neural Networks
Chair:
Location: Aula 12
| 11:10 | Learning from Surrogate Data: Weak-to-Strong Generalization through the Lens of High-Dimensional Regression (abstract) |
| 11:35 | Deep Transformers as Mean-field Interacting Particle Systems (abstract) |
| 12:00 | The Benefits of Temporal Correlations: SGD Learns k-Juntas from Random Walks Efficiently (abstract) |
| 12:25 | Beyond NNGP: Large Deviations and Feature Learning in Bayesian Neural Networks (abstract) |
11:10-12:50 Session 11I: CS189: Stochastic population dynamics
Chair:
Location: Aula Seminari B
| 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 | Analysing sideward contact tracing through a branching process with sibling dependencies (abstract) PRESENTER: Martina Favero |
14:30-16:00 Session 12: PRISMA Meeting
Meeting of the PRISMA group.
During the PRISMA Meeting, Prof. Marco Andreatta, President of the Italian Mathematical Union (UMI), will present the report
The Economic Impact of Mathematical Research in Italy, prepared by Deloitte Economics.
Chair:
Thursday, June 11th
View this program: with abstractssession overviewtalk overview
09:30-10:30 Session 13: Keynote Speaker: Stefano Favaro
Speaker: Stefano Favaro
The event will be available on Microsoft Teams at the following link :
Online participants are required to register before attending.
Chair:
| 09:30 | Bayes and quasi-Bayes empirical Bayes (abstract) |
11:10-12:50 Session 14A: CS110: Risk measures: static and dynamic aspects
Chairs:
Location: Aula 5
| 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 14B: CS116: Neural Networks and Gaussian Processes: Perspectives from Young Researchers
Chair:
Location: Aula 6
| 11:10 | Quantitative Convergence of Trained Quantum Neural Networks to a Gaussian Process (abstract) PRESENTER: Anderson Melchor Hernandez |
| 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 14C: CS125: Cooperative and competitive mean-field models - Part I
Chairs:
Location: Aula 7
| 11:10 | Stationary Mean-Field singular control of an Ornstein-Uhlenbeck process (abstract) |
| 11:35 | Mean field games in Hilbert spaces (abstract) PRESENTER: Salvatore Federico |
| 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) PRESENTER: Roxana Dumitrescu |
11:10-12:50 Session 14D: CS128: (Stochastic) Analysis on Spaces of Probability Measures and Applications
Chairs:
Location: Aula 8
| 11:10 | The Wasserstein geometry of random measures (abstract) PRESENTER: Alessandro Pinzi |
| 11:35 | Entropic Regularization of Rearranged Stochastic Heat Equation (abstract) PRESENTER: Rhoss Likibi Pellat |
| 12:00 | Normalizing Flows as Approximations of the Optimal Transport Map (abstract) PRESENTER: Alessandro Scagliotti |
| 12:25 | The infimal convolution structure of the Hellinger-Kantorovich distance (abstract) PRESENTER: Luca Tamanini |
11:10-12:50 Session 14E: CS130: McKean-Vlasov SDEs and associated nonlinear PDEs
Chairs:
Location: Aula 9
| 11:10 | Intermediate Interactions in Particle Systems: Applications to Fluid Dynamics and Biological Modeling (abstract) |
| 11:35 | McKean–Vlasov dynamics with killing and memory: probabilistic representations of a McKean-type PDE (abstract) PRESENTER: Leonardo Tarquini |
| 12:00 | Well-posedness of a stochastic reacting particle system with non-local and Lennard–Jones interactions (abstract) PRESENTER: Giulia Rui |
| 12:25 | Stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization (abstract) PRESENTER: Ernesto Maria Greco |
11:10-12:50 Session 14F: CS146: Fractional Processes and Non-local Operators (Part 1)
Chair:
Location: Aula 10
| 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 14G: CS151: Stochastic Models and Random Perturbations
Chair:
Location: Aula 11
| 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 14H: CS178: Disordered systems in statistical mechanics
Chair:
Location: Aula 12
| 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) PRESENTER: Alexandre Legrand |
| 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 15A: CS119: Statistical Learning through Kernels and Transport
Chairs:
Location: Aula 5
| 14:30 | Flowing Datasets with Wasserstein over Wasserstein Gradient Flows (abstract) |
| 14:55 | Hilbert-Based Correlation Indices for Distributional Data (abstract) PRESENTER: Francesco Mascari |
| 15:20 | Wasserstein Least Squares: statistics, geometry, and algorithms (abstract) PRESENTER: Uriel Martinez Leon |
| 15:45 | Learning ergodic dynamical systems from finite trajectories (abstract) PRESENTER: Lorenzo Rosasco |
14:30-16:10 Session 15B: CS126: Cooperative and competitive mean-field models - Part II
Chairs:
Location: Aula 6
| 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 15C: CS141: Fractional Processes and Non-local Operators (Part 2)
Chair:
Location: Aula 7
| 14:30 | Target hitting counting process in networks and applications to evanescent random walks (abstract) PRESENTER: Thomas Michelitsch |
| 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 | Stochastic solutions to abstract telegraph-type equations involving fractional dynamics (abstract) |
14:30-16:10 Session 15D: CS150: Rough analysis
Chair:
Location: Aula 8
| 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 15E: CS156: Point processes in the continuum
Chairs:
Location: Aula 9
| 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 15F: CS161: Singular SDEs: Well Posedness and Numerics
Chairs:
Location: Aula 10
| 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) PRESENTER: Giacomo Lucertini |
| 15:20 | A non-local singular non-linear Fokker-Planck and ita associated 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 15G: CS169: Applications of probability to economics, finance, and insurance
Chairs:
Location: Aula 11
| 14:30 | A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction (abstract) PRESENTER: Paolo Pigato |
| 14:55 | Optimal reinsurance with unobservable claim arrival intensity: a Stackelberg differential game (abstract) PRESENTER: Daniele Mancinelli |
| 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 15H: CS170: Advances in the Geometry of Random fields
Chair:
Location: Aula 12
| 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 15I: CS179: Interacting Particles and Optimization in Machine Learning
Chairs:
Location: Aula Seminari B
| 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 16A: CS118: Bayesian nonparametrics for network data
Chair:
Location: Aula 5
| 16:40 | de Finetti Theorems for Constrained Exchangeable Graphs (abstract) PRESENTER: Vince Velkey |
| 17:05 | Simultaneous global and local clustering in multiplex networks with covariate information (abstract) PRESENTER: Francesco Sanna Passino |
| 17:30 | Nested stochastic block model for simultaneously clustering networks and nodes (abstract) |
| 17:55 | Dynamic network clustering via connectivity pattern persistence and node-level dependence (abstract) |
16:40-18:20 Session 16B: CS120: Probabilistic Perspectives on Generative Modeling
Chair:
Location: Aula 6
| 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) PRESENTER: Le Tuyet Nhi Pham |
| 17:55 | Algorithm- and Data-Dependent Generalization Bounds for Diffusion Models (abstract) |
16:40-18:20 Session 16C: CS143: Optimal Transport Methods for Statistics
Chairs:
Location: Aula 7
| 16:40 | Two-sample test for laws of random probabilities via optimal transport (abstract) PRESENTER: George Kanchaveli |
| 17:05 | Gaussian Optimal Transport Beyond Brenier's Theorem (abstract) |
| 17:30 | A new approach to Bayesian consistency rates via Wasserstein dynamics (abstract) PRESENTER: Emanuele Dolera |
16:40-18:20 Session 16D: CS158: Stochastic Processes, PDEs and Networks
Chair:
Location: Aula 8
| 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 | Sticky vertices with energy accumulation (abstract) |
| 17:55 | Constructing heavy-tailed directed hypergraphs (abstract) PRESENTER: Giacomo Ascione |
16:40-18:20 Session 16E: CS162: Singular stochastic analysis and stochastic quantization
Chairs:
Location: Aula 9
| 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) PRESENTER: Nikolay Barashkov |
| 17:55 | The forward-backward approach to interacting fermionic states on the lattice (abstract) PRESENTER: Luca Fresta |
16:40-18:20 Session 16F: CS163: Stochastic chemical reaction network dynamics
Chairs:
Location: Aula 10
| 16:40 | Stability of Reaction Networks with Randomly Switching Parameters - Part 1 (abstract) PRESENTER: Daniele Cappelletti |
| 17:05 | Stability of Reaction Networks with Randomly Switching Parameters - part 2 (abstract) PRESENTER: Aidan Howells |
| 17:30 | Stochastic ordering tools for reaction network models (abstract) PRESENTER: Giulio Cuniberti |
| 17:55 | Noise induced stabilization in stochastic chemical reaction network (abstract) PRESENTER: Lucie Laurence |
16:40-18:20 Session 16G: CS166: SPDEs in Finance
Chair:
Location: Aula 11
| 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 16H: CS181: Approaches to Uncertainty and Information Measures
Chairs:
Location: Aula 12
| 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) PRESENTER: Silvia Lorenzini |
Friday, June 12th
View this program: with abstractssession overviewtalk overview
09:30-10:30 Session 17: Keynote Speaker: Franco Flandoli
Speaker: Franco Flandoli
The event will be available on Microsoft Teams at the following link :
Online participants are required to register before attending.
Chair:
| 09:30 | Stochastic analysis in turbulent fluid dynamics and fusion plasma (abstract) |
11:10-12:50 Session 18A: CS155: Asymptotic results for predictive distributions
Chair:
Location: Aula 5
| 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 | Doob and Bernstein–von Mises Theorems in Predictive Inference (abstract) PRESENTER: Sandra Fortini |
11:10-12:50 Session 18B: CS101: Statistical methods for complex spatial data analysis
Chairs:
Location: Aula 6
| 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 18C: CS127: Asymptotics of random graphs
Chairs:
Location: Aula 7
| 11:10 | Spectral properties of directed inhomogeneous graphs (abstract) PRESENTER: Giacomo Passuello |
| 11:35 | Convergence of subgraph densities in ERGMs (abstract) PRESENTER: Elena Magnanini |
| 12:00 | Probability graphons and large deviations for random weighted graphs (abstract) |
| 12:25 | Exponential Random Edge-Colored Graphs via Probability Graphons: Free Energies and Extremal Colorings (abstract) |
11:10-12:50 Session 18D: CS157: Recent Advances in Stochastic Volterra Equations
Chair:
Location: Aula 8
| 11:10 | Stochastic Volterra Equations on Convex Domains (abstract) |
| 11:35 | Rough Volatility, Path-Dependent PDEs and Weak Rates of Convergence (abstract) PRESENTER: Ofelia Bonesini |
| 12:00 | Explosions of stochastic Volterra equations (abstract) PRESENTER: Sergio Pulido |
11:10-12:50 Session 18E: CS159: Probabilistic approach to quantum mechanics
Chairs:
Location: Aula 9
| 11:10 | Some structural results for Gaussian Quantum Markov Semigroups (abstract) |
| 11:35 | On the Ryll-Nardzewski Theorem for Quantum Stochastic Processes (abstract) |
| 12:00 | de Finetti theorem for quantum stochastic processes based on twisted products: conditional independence (abstract) |
| 12:25 | Purification of quantum trajectories in infinite dimensions (abstract) PRESENTER: Federico Girotti |
11:10-12:50 Session 18F: CS173: Probability for Graph Algorithms
Chairs:
Location: Aula 10
| 11:10 | Approximate 2-hop neighborhoods on incremental graphs: An efficient lazy approach (abstract) PRESENTER: Alessandro Straziota |
| 11:35 | Maintaining k-MinHash Signatures over Fully-Dynamic Data Streams with Recovery (abstract) PRESENTER: Luca Pepè Sciarria |
| 12:00 | Payment-failure times for random Lightning paths (abstract) PRESENTER: Mohamed Taki Eddine Abedesselam |
| 12:25 | The Minority Dynamics (abstract) PRESENTER: Isabella Ziccardi |
11:10-12:50 Session 18G: CS187: Memory effects in Markov and non-Markov stochastic processes
Chair:
Location: Aula 11
| 11:10 | Functional marked self-exciting point process models (abstract) PRESENTER: Nicoletta D'Angelo |
| 11:35 | A fractional Hawkes process (abstract) |
| 12:00 | Markov chain based algorithm for long-range correlated stochastic process. (abstract) PRESENTER: Rosario Nunzio Mantegna |
11:10-12:50 Session 18H: CS190: Methodological Issues in Multidimensional and Composite Data Analysis Organizer
Chairs:
Location: Aula 12
| 11:10 | Nonparametric Inference for Multivariate and Complex Data Structures (abstract) PRESENTER: Massimiliano Giacalone |
| 11:35 | Permutation Tests and NPC Methodology. Theory and Application in Education, in Clinical Research and in Social Security (abstract) PRESENTER: Gianfranco Piscopo |
| 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: Giuseppe Oddo |
12:50-13:20 Closing Ceremony
Location: Aula 9