var sms = '<div id="sms_bulletin">  <div id="sms_header">  <div class="do_not_print" id="arrow_left"><a href="?next=-2"><img src="//www2.math.ethz.ch/smsjs/images/arrow_left.png"/></a></div><div class="do_not_print" id="arrow_right"><a href="?next=0"><img src="//www2.math.ethz.ch/smsjs/images/arrow_right.png"/></a></div>    <div class="sms_title">      <span style="float: left;">SMS</span>      <span>SWISS MATHEMATICAL SOCIETY</span>      <span style="float: right;">SMG</span>    </div>    <div class="sms_info">      <span style="float: left; width: 250px;">Bulletin no. 8</span>      <span style="float: right; text-align:right; width: 250px;">10.2 - 14.2.2025</span>      <span style="text-align: center; display: block; width: 250px; margin: auto; position: relative;">Winter Break 2024/25</span>    </div>  </div>  <div></div>  <div id="sms_content">    <div class="day">      <div class="day_title">        Monday, February 10      </div>      <div class="day_content">        <div class="day_content_item normal"><div class="event_location uni_la"><a class="external" href="https://www.epfl.ch">EPF Lausanne</a></div><div class="event_type"><a class="external" href="https://theory.epfl.ch/seminar/">Theory and Combinatorics Seminar</a></div><br /><div class="event_speaker"> Shengyu  Huang </div><div class="event_title">Concentration and maximin fair allocation for subadditive valuations <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />We study the problem of maximin-share (MMS) fairness for agents withsubadditive valuations. An allocation of &#119898; indivisible items among &#119899;agents satisfies MMS fairness if every agent receives a bundle that isworth at least their MMS value. An agent’s MMS value is the value of theleast valuable bundle for her if she were to divide the items into &#119899;bundles.Assuming every agent has a monotone and subadditive valuation, we showthat a 1/14log n-MMS allocation always exists. That is, there is anallocation such that every agent receives a bundle worth at least1/14log n of their MMS value.Our analysis makes use of some concentration properties of thesubadditive functions. Given a set &#119878;, we construct &#119878;&#8242; by independentlysampling each element &#119890; &#8712; &#119878; with 1/&#119905; (&#119905; is an integer). For asubadditive and monotone function &#119907;, we show that &#119907;(&#119878;)/t &#8804; E[&#119907;(&#119878;&#8242;)]&#8804; 3&#119872;/2 + 11&#119887;/8, where &#119872; is the median of &#119907;(&#119878;&#8242;) and &#119887; is the valueof the largest item.This talk serves as the oral defense of my master\'s thesis, supervisedby Uriel Feige and Ola Svensson.</div><div class="event_time">11:15 &bull; EPF Lausanne, INJ114</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Tuesday, February 11      </div>      <div class="day_content">        <div class="day_content_item normal"><div class="event_location uni_la"><a class="external" href="https://www.epfl.ch">EPF Lausanne</a></div><div class="event_type"><a class="external" href="https://www.unil.ch/dsa/en/home/menuinst/seminaires--evenements/research-seminars.html">Talks in Actuarial Mathematics </a></div><br /><div class="event_speaker"> Rahim  Mahmoudvand (Bu-Ali Sina University and University of Cagliari)</div><div class="event_title">Time Series with Multiple Observations per Period and Its Applications to Loss Ratio Data <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Time series with a single observation per period are commonly studied in the field of time series analysis. However, advancements in data recording technology have enabled the collection of time series with multiple observations per period. In the context of the insurance industry, for instance, we can consider claims within a period and compute loss ratios by dividing each claim by its corresponding premium. This approach results in a time series with multiple observations per period. In this talk, I will discuss methods for analyzing such datasets. Specifically, I will explore the application of both parametric and non-parametric approaches, combined with multivariate singular spectrum analysis, to produce forecasts for future observations.</div><div class="event_time">11:00 &bull; EPF Lausanne, Extranef 125</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_ge"><a class="external" href="https://unige.ch">Université de Genève</a></div><div class="event_type"><a class="external" href="https://www.unige.ch/math/annonces/seminaire-danalyse-numerique">Séminaire d\'Analyse Numérique </a></div><br /><div class="event_speaker"> Adrien Laurent (INRIA Rennes)</div><div class="event_title">Stochastic frozen-flow methods for the intrinsic integration of stochastic dynamics on Riemannian manifolds  <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />In stochastic optimization, molecular dynamics, quantum physics, or in the training of neural networks, one is often interested in sampling from the law of a stochastic process. These dynamics are often subject to geometric constraints (fixed distance between particles, Physics Informed Neural Networks, ...). In this context, it is crucial to develop numerical approaches that take into account both the geometric and random features of the dynamics. The literature uses penalty formulations or extrinsic numerical integrators. These solutions are costly, subject to significant time-step restrictions, and require formulation of the dynamics in much higher-dimensional spaces.In this talk, we present a new class of methods that rely on intrinsic geometric operations (in the spirit of Crouch-Grossman methods), a new robust convergence analysis, and an algebraic formalism of planar exotic Butcher series for the foundation of the weak order theory of intrinsic stochastic methods. A second order integrator is presented and tested numerically for a handful of manifolds.This is joint work with Eugen Bronasco and Baptiste Huguet.</div><div class="event_time">14:00 &bull; Université de Genève, Conseil Général 7-9, Room 1-05</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Wednesday, February 12      </div>      <div class="day_content">        <div class="day_content_item no_event">        No events scheduled today!        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Thursday, February 13      </div>      <div class="day_content">        <div class="day_content_item no_event">        No events scheduled today!        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Friday, February 14      </div>      <div class="day_content">        <div class="day_content_item no_event">        No events scheduled today!        </div>      </div>    </div>  </div>  <div id="sms_footer">    address: Alessandra Naldi Windler, Departement Mathematik, HG G 51.4, ETH Zurich, Raemistrasse 101, CH-8092 Zurich<br />    email: <a href="mailto:bulletin@math.ch">bulletin@math.ch</a> | phone: +41 44 632 3684 | url: <a href="https://math.ch">https://math.ch</a>    <br /><br /><img src="//www2.math.ethz.ch/smsjs/sms_logo.gif" width="150" alt="SMS/SMG Logo" title="SMS/SMG Logo" />  </div></div>';