EVENTS
FORTHCOMING
Invited speaker @ FNRS Meeting on Functional Analysis. Esneux, May 22nd-23rd, 2024
Invited speaker at the session "Neural Networks at Initialization". 4th Italian Meeting on Probability and Mathematical Statistics. Rome, June 10th-14th, 2024.
Invited speaker at a workshop about "Stein's method and networks". Oxford, June 20th-21st, 2024.
Invited speaker at the conference "Analysis & Geometry of Random Fields". Rome, September 4th-6th, 2024.
Invited speaker at the conference "Stein's method and Stochastic Geometry". Hamburg, September 18th-20th, 2024.
Keynote speaker at the invited session "Spatial stochastics, disordered media, and complex networks". German Probability and Statistics Days, 2025. Mannheim, March 11th-14th, 2025.
Invited speaker at the International Conference PRIN GRAFIA. Cortona, June 16-20, 2025.
Invited speaker a the conference ADISTA25. Luxembourg, September 10th-12th, 2025.
PAST
Plenary speaker at the conference "Stochastic Processes and Related Fields", Kyoto, September 4-8, 2023
Organizer of an invited section on "Stein's method", SPA 2023, Lisbon, Portugal. July 24th-28th, 2023.
Invited speaker at a contributed session about "Wiener Chaos, Orthogonal Polynomials, and Intertwinings", SPA 2023, Lisbon, Portugal. July 24th-28th, 2023.Organizer of the "International Conference on Malliavin Calculus and Related Topics: Celebrating the Work of David Nualart and Anton Thalmaier", Luxembourg, June 12-16, 2023
Invited speaker at a session about Stein's method, INFORMS Conference, Nancy, June 28-30, 2023
Invited Speaker at the meeting Mathematical Finance and Stochastics, an event in honor of David Nualart and his influence in these fields, San Sebastian, May 29-31, 2023
Co-organizer (with Hugo Parlier) of the FNR-sponsored event "Geometry, Probability and their Synergies", Les Diablerets, March 13-17, 2023
Invited speaker at the UK Eastern Probability Meeting, March 27-31, 2023
Organizer of the first "Luxembourg Workshop in Stochastic Analysis", Luxembourg, February 15-17, 2023
Invited speaker at the "Luxembourg-Waseda Conference" (Modelling and Inference for Complex Data), Luxembourg, January 23-25, 2023
Invited speaker at the conference at the Workshop "Inhomogeneous Random Systems", Institut H. Poincaré (Paris), January 24, 2023
Invited speaker at the conference "Measure-theoretic Approaches and Optimal Transportation in Statistics", IHP Paris, November 21-25, 2022
Invited speaker at the Probability at Victoria online seminar, September 8th, 2022
Member of the organizing committee of the program "Stein's method: the Golden Anniversary" (June 13th-July 8th, 2022), Singapore
Member of the organizing committee of the conference "A tale of rare events - Symposium in honour of L. Chen on his 82nd birthday" (June 17th-June 21st, 2022), Singapore
Invited speaker at the conference "High-Dimensional Phenomena", IHP Paris, June 7-10, 202
Invited speaker at the conference "Stochastic Analysis and Stochastic Partial Differential Equations: A celebration of Marta Sanz-Solé’s Mathematical Legacy", Barcelona, May 30-June 3, 2022
Invited speaker at the conference "Random fields and their applications" (Online), Kyiv, April 14-15, 2022
Invited speaker at the conference "Advances in Stein’s method and its applications in Machine Learning and Optimization", Banff, April 10-15, 2022
Invited speaker at the workshop "Analysis and Geometry of Point Processes", Bielefeld, March 7-9, 2022
One World Probability Seminar, November 18th, 2021
UMI-PRISMA Webinar, November 8th, 2021
Liverpool Stochastics Seminar, November 5th, 2021
Abu Dhabi Stochastics Seminar, October 12th, 2021
Invited Speaker and Member of the Scientific Board at the Conference of Random Nodal Domains, to be held in Rennes, September 6-10, 2021
Main Speaker at the Section "Limit Theorems, Large Deviations and Extremes", GPSD Manheim, September 27th-October 1st, 2021
Seminar in Milan, February 11th, 2021 (Online)
Seminar in Durham, January 22nd, 2021 (Online)
Invited Lecturer at the Winter School "The interplay between high-dimensional probability and geometry". HIM, Bonn, January 11-15, 2021 (Online)
Doctoral Course in Trento, October 15-16, 2020 (Online)
Plenary speaker at the conference 'High Dimensional Probability 9', Bedlewo, Poland, June 14-19, 2020 (Online)
Doctoral Course at the University of Pisa, February 3-4-5, 2020
Invited speaker at the UK Easter Probability Meeting 2020. Manchester, March 30-April 3, 2020 (Reported)
Invited speaker at an ISI meeting on Stochastic analysis, Geometry and Random Fields, Bangalore, January 6-10, 2020
Doctoral course in Tor Vergata University, Rome, November 14-15, 2019
Talk @ Queen's Mary, London, November 27, 2019.
Invited speaker at the Conference on Random Nodal Sets, Rennes, France, September 9-13, 2019
Mini-course at the workshop Cumulants, Concentration and Superconcentration. Osnabrück, Germany, September 31-October 2,2019
February 5-9, 2019, Visits to Okayama and Kyoto, Japan
Invited speaker at the Symposium "Charles Stein’s Influence on Probability", Singapore, 24 - 28 June 2019
Plenary speaker at the 2nd Italian Meeting of Probability and Mathematical Statistics. Vietri sul Mare, Italy. June 17-20, 2019.
Plenary speaker at a conference organised by the Romanian Society of Probability and Statistics. Bucarest, May 10-11, 2019
Invited speaker at the conference "Asymptotic Expansions and Malliavin Calculus", IHP, Paris, November 15-16, 2018
Invited speaker at the conference "High-dimensional Phenomena in Probability- Fluctuations and Discontinuity" Ruhr University Bochum, Germany, September 24-28, 2018
Invited lecturer at the event "A Spring Day in Probability and Statistics", Firenze, March 16, 2018.
Invited speaker at the "Columbia-Princeton Probability Day 2018", New York, April 13, 2018.
Seminar in Warwick, May 24, 2018.
Invited speaker a the conference "Mathematical Methods for Data Analysis". Liège, June 4-6, 2018.
Organiser of an invited session on the Geometry of Random Fields at the SPA Conference 2018 (11-15 June, 2018; Gotenburg, Sweden)
Invited speaker at a session in honour of Ch. Stein, at the SPA Conference 2018 (11-15 June, 2018; Gotenburg, Sweden)
Distinguished Lecturer at the 5th IMS Asia Pacific Rim Conference (Singapore, June 26-29, 2018)
Organiser of an invited session about Stochastic Geometry at the 2018 IMS meeting on Probability and Statistics (July 2-6, 2018; Vilnius Lithuania)
Invited speaker at the conference 'Random Waves in Oxford' (Oxford, June 18-22, 2018).
Research stay at the New York University @ Abu Dhabi: February 10-18, 2018.
Talk at UAB, Barcelona. July 20, 2017.
Invited lecturer at the Santalò Summer school 2017 'Algebraic and Combinatorial Methods in Stochastic Calculus'. Santander, Spain, July 17-21, 2017.
Invited speaker at the session "Geometry of Random Fields". First Italian meeting on Probability and Mathematical Statistics. June 19-22, Turin, Italy.
Invited speaker at the 19th conference "Stochastic Geometry, Stereology and Image Analysis" (SGSIA), CIRM. May 15-19, 2017.
Probability seminar in Marseille. Friday, May 19, 2017.
Invited lecturer at the spring school 'Structural inference in statistics', Frankfurt. March 5-10, 2017.
Invited speaker and lecturer at the meeting 'Workshop on Random Polynomials', Montevideo, Uruguay, February 20-24, 2017.
Talk in the Seminar of Stochastic Analysis @ Imperial College. London, February 7, 2017.
Invited speaker (three talks) at the workshop 'Stochastic Analysis and Statistics 4', Tokyo University. October 31-November 1, 2016.
Exposé au Groupe de Travail en Probabilités du MAP5. 30 Septembre, 2016.
Invited speaker at the Abel Symposium 2016. August 16-19, 2016, Barony Rosendal (Norway).
Invited speaker at a special session about probability theory, at the first joint meeting of the Brazilian and Italian mathematical societies, Rio de Janeiro, August 29-September 2, 2016.
Invited Speaker Royal Statistical Society meeting on "Recent Progress in the Central Limit Theorem", to take place on June 22, 2016, in Bristol, UK
Invited speaker at a special session on Stein's method at the 9th World Congress of Probability and Statistics, July 11-15 2016, Fields Institute, Toronto, Canada
Invited speaker at the conference "Advances in Statistics, Probability and Mathematical Physics. A conference in honour of Eugenio Regazzini". June 10-11, 2016, Pavia (Italy).
Invited speaker at the conference "Stochastic Geometry and its Applications", April 6-8 2016, Nantes (France).
May 3-5, 2016. Invited speaker at the colloquium "Random Waves in London". King's College, London.
March 10, 2016. Colloquium in Lille.
January 20, 2016. Talk at IMUB, Barcelona.
November 18, 2015. Colloquium of the Mathematics Department of the University of Rome Tor Vergata.
Invited speaker at a round table about the Future of Probability Research at a conference in honour of F. Thomas Bruss. Bruxelles, September 10-11, 2015.
Invited speaker at a special session about Stein's method: SPA 2015, Oxford, July 13-17, 2015.
Invited speaker at a special session about Compressed sensing: SPA 2015, Oxford, July 13-17, 2015.
Invited speaker at a section about Integration by parts and convergence in total variation, at the 30th European Meeting of Statisticians. Amsterdam, The Netherlands, July 6-10, 2015.
Organiser of a special invited session about Recent progresses in Stein's method at the 30th European Meeting of Statisticians. Amsterdam, The Netherlands, July 6-10, 2015.
Invited speaker at the workshop "Free Probability Theory", Oberwolfach, June 7-13, 2015
Invited speaker at a Conference in memory of Marc Yor, Paris, June 3-5, 2015.
Member of the scientific committee and speaker at the Workshop "New Directions in Stein's Method", IMS Singapore, 18-29 May 2015.
Invited speaker at the workshop: "Analytic tools in probability and applications", IMA, Minnesota, April 27-May 1, 2015.
Talk at ICMAT, Madrid, Spain. February 19, 2015.
Talk at the working group C-Top, IHP, Paris, France. January 8, 2015.
Invited speaker at the workshop "Probabilistic and geometric facets of high dimensions", Bochum, Germany, October 9-10, 2014.
Invited speaker at a special session about "Directional Statistics", ERCIM Conference 2014, Pisa, Italy, December 6-8, 2014.
Course at the Bruxelles Summer School of Mathematics 2014: August 6, 2014.
Course (and a talk) in the framework of the special month "Kinetics, non standard diffusions and stochastics: emerging challenges in the sciences", May 8-9, 2014, UT Austin (USA)
Invited speaker at the VII Conference on High-Dimensional Probability, May 26-31, 2014. Institut d'Études Scientifiques de Cargèse (IESC).
Organiser of a special invited section about "Limit Theorems for Random Fields", in the 2014 Vilnius Conference on Probability and Statistics. June 30-July 4 2014, Vilnius, Lithuania.
Invited speaker at the workshop on Limit Theorems in Dynamics and Application, CIRM, Luminy, France. July 7-11, 2014
March 6, 2014: talk at Bocconi University, Milan.
Invited speaker at the special session ''Stochastic processes in non-commutative probability". AMS Western Spring Sectional Meeting. April 5-6, 2014, Albuquerque, New Mexico, USA.
Talk: "Entropic CLTs on a Gaussian space". München, April 25, 2013.
Invited speaker at the conference Probabilistic and statistical techniques for cosmological applications. Rome, June 5-7, 2013.
Invited speaker at SGSIA 2013. Torun, Poland. June 10-14, 2013
Invited speaker at a Workshop in honor of Professor O. Kallenberg. Institut Mittag-Leffler; Stockholm, Sweden. June 24-28, 2013.
Meeting of the ANR project `Malliavin, Stein and Stochastic Equations with Irregular Coefficients', Paris. January 7-8, 2013.
Together with Matthias Reitzner, I organize a mini-workshop in Oberwolfach, about stochastic analysis for point processes, with applications in stochastic geometry. February 10-16, 2013. The slides of some talks are online, here.
Invited speaker at the Statistics Seminar of Collegio Carlo Alberto, Moncalieri (Turin, Italy). March 1, 2013.
Invited speaker at a two days conference on stochastic analysis at Humboldt University, Berlin. November 16-17, 2012
Together with Roland Speicher, I was a main speaker at the ''XVIII Incontro Italiano di Combinatoria Algebrica", Matera, September 9-12, 2012.
Invited professor at the University of Paris 5, May 29-June 1, 2012.
Plenary speaker at the first joint meeting of the Belgian Mathematical Society (BMS), the Royal Spanish Mathematical Society (RSME) and the Luxembourg Mathematical Society (SML). Liège, Belgium; June 6-8, 2012.
Invited speaker at the session "Modern Applications of Malliavin Calculus" at the 8th World Congress in Probability and Statistics, Istanbul, Turkey, July 9-14, 2012.
Plenary speaker at the "Journées MAS 2012", Clermont-Ferrand, August 29-31, 2012.
Plenary speaker at the "Seminar on Stochastic Processes 2012", to be held in Kansas, March 22-24, 2012.
Invited speaker at a conferece about long-range dependence, self-similarity and heavy tails, in honour of Prof. M.S. Taqqu, to be held on April 19-21, 2012, in the Research Triangle Area, North Carolina, USA.
Invited speaker at the "Stan Days 2012", Nancy; May 9-11, 2012.
I delivered a course about Stein's method at the Université Libre de Bruxelles, on March 12-14, 2012.
Cours au Collège de France, le 13 Février 2012 - dans le cadre de cet événement.
I delivered a talk at Osnabrück University (Germany), on November 11, 2011.
Invited speaker at the "Workshop on Ambit Stochastics", Sandbjerg (DK), September 11-14, 2011.
Keynote speaker at the workshop "Geometry and Physics of spatial random systems", Bad Herrenalb, 26-29 July 2011.
I have organized a special invited section about "New perspectives of Malliavin calculus" at the 35th SPA conference, held in Oaxaca, Mexico. June 19-24, 2011.
Invited speaker at the "Meeting on Self-similarity and Related Fields", Le-Touquet-Paris-Plage, June 6-10, 2011.
I gave a talk at the Stochastic Analysis Seminar of Warwick University, March 16, 2011.
Invited speaker at the Conference "Malliavin Calculus and Stochastic Analysis", held in honor of D. Nualart at Kansas University, March 19-21, 2011.
Invited speaker at the Workshop on Malliavin Calculus for Jump Processes, Marne la Vallée, November 18-20, 2010.
I gave the Inaugural Lecture of the Ph. D. Program in Mathematics and Statistics of Pavia University, on November 25, 2010.
Exposé "U-statistiques et processus d'urne: une caractérisation des lois de Dirichlet", Séminaire de Nancy, 21 Octobre 2010
Invited speaker at a special session on Malliavin calculus, at the conference Probability and Stochastic Processes, Indian Statistical Institute, Bangalore, August 13-17, 2010.
Invited speaker at the 10th Vilnius Conference on Probability Theory and Mathematical Statistics. Vilnius, June 28 - July 2, 2010
Exposé : "Universalité du chaos de Wiener". Université de Rennes, 15 février 2010
Une belle matinée mathématique, en occasion de mon départ au Luxembourg (merci Ivan et Marc !), à Chevaleret, le 13 janvier 2010
Exposé : "Méthode de Stein et calcul de Malliavin". Université de Grenoble, 7 janvier 2010
Exposé: "Universalité du chaos de Wiener". Colloquim du Map5 , Paris, 11 décembre 2009
Exposé: "Méthode de Stein et calcul de Malliavin". GdT en Probabiltés du Map5, Paris ,11 décembre 2009
Invited speaker at the Northeast Probability Seminar. New York, November 19-20, 2009
Exposé: "Méthode de Stein, inégalités de Poincaré et universalité". GdT Inegalités fonctionnelles et équations d'évolution, IHP, 26 novembre 2009
Invited speaker at the event Stochastic Analysis at Purdue - 2009. Purdue, September 28 - October 2, 2009
I was in Oxford from August 31 to September 4, 2009
Invited speaker at the conference New random geometries and other recent developments in probability. Bath, September 7-11, 2009
Invited speaker at the International conference on self-similar processes and their applications. Angers. July 20-24, 2009
I was in Rome Tor Vergata, from July 6 to July 17, 2009
I was in Turin on June 21-25 2009, attending the (beautiful) 7th Workshop on Bayesian nonparametrics
Invited speaker at the Conference in the honour of Marc Yor. Paris, June 26-27, 2009
Invited speaker at the conference Non-semimartingales and related topics. Helsinki, Finland, May 26-28, 2009
Invited speaker at the Workshop on Infinitely Divisible Processes. CIMAT, Guanajuato, Mexico. March 15-21, 2009.
Seminar, University of Zurich, April 1, 2009
Invited tutorial lectures on "Stein's method and infinite-dimensional Gaussian analysis". Progress in Stein's method, Singapore, January 5-9, 2009.
Invited speaker at the Workshop on Stein's method. Progress in Stein's method, Singapore, January 12-16, 2009.
Talk: "Stein's method and stochastic analysis on Wiener chaos". Thiele Seminar, Aarhus (DK). April 24, 2008.
Exposé au Séminaire de Probabilités du LPMA (Paris VI). 13 mai 2008.
Convegno in onore del Prof. D.M. Cifarelli. Università Bocconi (Milano). 6-7 giugno 2008.
Invited speaker at the conference Journées Fractionnaires Parisiennes. Paris, 9-10 juin 2008.
Talk: "Stein's method on a Gaussian space". UAB, Barcelona. March 12, 2008.
Talk: "High-resolution asymptotics on the sphere and Clebsch-Gordan coefficients". Luxembourg University, march 18, 2008.
Invited speaker at the Workshop on Stein's Method. Singapore, March 31 - April 4, 2008.
Exposé : "La méthode de Stein sur un espace Gaussien: bornes de Berry-Esséen et développements de Edgeworth locaux", Université de Marne-la-Vallée, 11.4.2008.
Exposé: "La méthode de Stein sur un espace Gaussien". 13 février 2008, GdT Aspects Fractals (Paris VI)
Invited speaker at the conference Limit Theorems and Applications. Université Paris I, January 14-16, 2008.
Talk : "Path-dependence and stochastic processes", Boston University. October 25, 2007.
Invited talk: "High-frequency asymptotics for subordinated isotropic fields". Conference Probability and Statistics in Science and Technology. Porto, 30th Aug. / 1st Sept. 2007
Invited talk: "High-resolution asymptotics on the sphere and Clebsch-Gordan random walks". Conference Stochastic Analysis and Related Fields. Toulouse, June 20-21, 2007
Invited talk: "Stable convergence, projection and prediction: the example of fractional processes". ASMDA_2007. Crete, May 28 / June 1st, 2007.Exposé : "Théorèmes à haute fréquence sur un espace homogène : cumulants et convolutions". LPMA, Paris VI. 27 Avril 2007.
Talk : "Stable convergence of generalized stochastic integrals, and applications to Bayesian survival analysis". Boston University, March 6, 2007
Exposé : "Convergence faible et stable des fonctionnelles des mesures aléatoires : quelques applications", Toulouse, 27 février 2007
Exposé : "Théorèmes limites pour les fonctionnelles des mesures aléatoires : une application aux champs aléatoires isotropiques". Université de Evry, 18 janvier 2007.
Exposé : "Théorèmes limites à haute fréquence pour les champs isotropiques sur les espaces homogènes". CEREMADE, 5 décembre 2006.
I visited the Department of Mathematics of Warsaw University from Monday, September 25 until Friday, September 29, 2006. I also gave a talk there on September 28, with the title "Path-dependence and chaos".
I was one of the organizers and speakers of the special session "Stochastic processes and their applications" (july 6, 2006), in the occasion of the joint SIMAI-SMAI-SMF-UMI meeting "Mathematics and Applications", held in Turin on july 3-7, 2006.
Talk : "Convergenza stabile di integrali stocastici generalizzati". Università di Roma Tor Vergata. 27 aprile 2006
Talk: "Stable convergence of multiple stochastic integrals, I: diagonal measures, cumulants and martingales". Tuesday, February 7, 2006. Boston University, Departement of Mathematics.
Talk: "Stable convergence of multiple stochastic integrals, II: decoupling, filtrations on Gaussian spaces and applications to statistics". Thursday, February 9, 2006. Boston University, Departement of Mathematics.
Talk: "Quadratic functionals of Gaussian processes and irreducible group representations". Friday, September 30, 2005. University of Technology in Helsinki. Institute of Mathematics.
Talk: "On a class of stochastic integrals related to the notion of path-dependence". Wednesday, October 5, 2005. University of Jyva¨skyla¨.Exposé: "Convergence stable sur l'espace de Wiener". Séminaire de l'ENSAE. Jeudi, 30 juin 2005.
Exposé: "Intégration de Skorohod basèe sur la notion de dépendance trajectorielle". Matinée Calcul Stochastique, Université Paris I. Vendredi, 17 juin 2005.
Talk: "Anticipative stochastic integration based on the notion of path dependence". Joint session of the Midland Probability Seminars and of the Stochastic Analysis Seminars. University of Warwick, UK. May 25, 2005.
Invited talk: "Stable convergence on Wiener space, the principle of conditioning and martingale theory", in the occasion of the conference Analytical methods in number theory, Probability and Statistics (Linnik memorial). St. Petersbourg, Russia . April 28, 2005.
Invited Talk at the conference "Approximation and Probability" (Bedlewo, Poland. September 20-24, 2004)
Talk for the Bernoulli Conference 2004 (Barcelona, Spain. July 26-31, 2004)