var sms = '<div id="sms_bulletin">  <div id="sms_header">  <div class="do_not_print" id="arrow_left"><a href="?next=1"><img src="//www2.math.ethz.ch/smsjs/images/arrow_left.png"/></a></div><div class="do_not_print" id="arrow_right"><a href="?next=3"><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. 5</span>      <span style="float: right; text-align:right; width: 250px;">19.1 - 23.1.2026</span>      <span style="text-align: center; display: block; width: 250px; margin: auto; position: relative;">Winter Break 2025/26</span>    </div>  </div>  <div></div>  <div id="sms_content">    <div class="day">      <div class="day_title">        Monday, January 19      </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">        Tuesday, January 20      </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"> Christopher Blier-Wong (University of Toronto)</div><div class="event_title">The Laplace-Stieltjes framework for conditional mean risk sharing <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Conditional Mean Risk Sharing (CMRS) offers a transparent, economically sound mechanism for allocating aggregate losses, yet its implementation in continuous multivariate models has historically been complex since computing the allocations is analytically difficult. In this talk, we establish a unified framework for computing CMRS allocations by exploiting the joint Laplace-Stieltjes transform (LST) of a random vector of risks. We derive a fundamental identity that expresses expected allocations as diagonal partial derivatives of the joint LST, circumventing the need for complex integration over singular or intractable joint densities. This approach yields closed-form or semi-analytic solutions for a broad class of dependence structures, including matrix-exponential distributions and Archimedean copulas.</div><div class="event_time">10:30 &bull; EPF Lausanne, Extranef 126</div>        </div>        <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"> Freek Holvoet (KU Leuven, Belgium)</div><div class="event_title">A multi-view contrastive learning framework for spatial embeddings in risk modelling <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Incorporating spatial information, particularly those influenced by climate, weather, and demographic factors, is crucial for improving underwriting precision and enhancing risk management in insurance. However, spatial data are often unstructured, high-dimensional, and difficult to integrate into predictive models. Embedding methods are needed to convert spatial data into meaningful representations for modelling tasks. We propose a novel multi-view contrastive learning framework for generating spatial embeddings that combine information from multiple spatial data sources. To train the model, we construct a spatial dataset that merges satellite imagery and OpenStreetMap features across Europe. The framework aligns these spatial views with coordinate-based encodings, producing low-dimensional embeddings that capture both spatial structure and contextual similarity. Once trained, the model generates embeddings directly from latitude-longitude pairs, enabling any dataset with coordinates to be enriched with meaningful spatial features without requiring access to the original spatial inputs. In a case study on French real estate prices, we compare models trained on raw coordinates against those using our spatial embeddings as inputs. The embeddings consistently improve predictive accuracy across generalised linear, additive, and boosting models, while providing interpretable spatial effects and demonstrating transferability to unseen regions.</div><div class="event_time">11:15 &bull; EPF Lausanne, Extranef 126</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Wednesday, January 21      </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, January 22      </div>      <div class="day_content">        <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"> Ibrahim  Almuslimani (EPFL)</div><div class="event_title">Title T.B.A.</div><div class="event_time">11:00 &bull; Université de Genève, Conseil Général 7-9, Room 1-05</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://stat.ethz.ch/events/zukost">ZueKoSt: Seminar on Applied Statistics</a></div><br /><div class="event_speaker"> Stephen Senn (The University of Sheffield, The Medical University of Vienna and The University of St Andrews)</div><div class="event_title">Standard errors in representing Fisher’s views on randomisation <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />One hundred years ago, RA Fisher proposed randomisation as a solution to a problem in designing trials in agriculture[1]. However, if curiosity impels a modern statistician to look up Fisher’s anniversary paper they may be in for a shock. Randomisation is usually presented as a device for eliminating bias in treatment estimates. Fisher does not start his paper by addressing this but opens as follows with another concern:“The present position of the art of field experimentation is one of rather special interest. For more than fifteen years the attention of agriculturalists has been turned to the errors of field experiments…much ingenuity has been expended in devising plans for the proper arrangement of the plots; and not without result, for there can be little doubt that the standard of accuracy has been materially, though very irregularly, raised…an estimate of field errors derived from any particular experiment may or may not be a valid estimate, and in actual field practice is usually not a valid estimate, of the averages or differences of averages of which it is required to estimate the error.” (p503)The units in agricultural experiments are plots in a field and yields from such plots cannot be regarded as independent but instead have a complex but poorly estimable spatial correlation. Medical statisticians such as myself, who are used to dealing with patients as the unit of experimentation may underestimate the formidable difficulties that such correlation structures present for the calculation of valid standard errors. It is the valid calculation of such standard errors that form the central concern of Fisher’s 1926 paper and randomisation was proposed by him as a way of finessing the issue of the correlation structure.In this talk I shall cover various issues addressed by Fisher in his 1926 paper and argue that it is an all-too-common standard error to concentrate on the value or otherwise of randomisation in calculating point estimates. We should be much more concerned with inference as a whole, which can be approximately satisfied by thinking not only of point estimates but also of standard errors. If time permits, I shall also consider some modern trends where ignoring uncertainty seems to be leading to danger.ReferenceFisher, R. A. (1926). The arrangement of field experiments. Journal of the Ministry of Agriculture of Great Britain, 33(6),  503-513.</div><div class="event_time">15:15 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room D 1.2</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://k-os.math.ethz.ch">[K-OS] Knot Online Seminar</a></div><br /><div class="event_speaker"> Alessio Di Prisa (Scuola Normale Superiore (Pisa))</div><div class="event_title">Every negative amphichiral knot is rationally slice</div><div class="event_time">16:15 &bull; <a class="external" href="https://u-paris.zoom.us/j/87853056962">online</a></div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Friday, January 23      </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>';