Manuel Arnese

Bio

I am a fourth-year PhD student in the Industrial Engineering and Operations Research (IEOR) department at Columbia University. My advisor is Daniel Lacker. I am interested in probability theory, optimal transport, and nonlinear PDEs. Lately I have worked a lot on the problem of propagation of chaos for interacting particle systems.

Before Columbia, I obtained a Bachelor's and Master's degree from Bocconi University.

Email: ma4339 (at) columbia (dot) edu.

Here is my CV.

Research

• Quantitative propagation of chaos and universality for asymmetric Langevin spin glass dynamics
  Manuel Arnese and Kevin Hu.
  Preprint. arXiv.
• Sharp propagation of chaos for mean field Langevin dynamics, control, and games
  Manuel Arnese and Daniel Lacker.
  Preprint. arXiv.
• Regularity and propagation of chaos for conditional McKean-Vlasov equations.
  Manuel Arnese.
  Accepted at Electronic Journal of Probability. arXiv.
• Convergence of coordinate ascent variational inference for log-concave measures via optimal transport.
  Manuel Arnese and Daniel Lacker.
  Accepted at Annals of Applied Probability. arXiv.

Presentations

• Padova Probability seminar, April 2026. Invited talk.
• Fields Institute workshop on Optimal transport, November 2025. Contributed short talk.
• 9th Eastern Conference on Mathematical Finance, October 2025. Contributed poster and lightning talk.
• Optimal Stopping Seminar, Columbia University, November 2025. Invited talk.
• SIAM 2025 Conference on Financial Mathematics and Engineering, July 2025. Invited talk.
• INDAM meeting on Irregular Stochastic Analysis, June 2025. Contributed short talk.
• Yale SDS Advances in sampling, November 2024. Contributed Poster.
• Princeton ORFE student seminar, November 2024. Invited Talk.
• Cornell ORIE Young Researchers Workshop, October 2024. Contributed Poster.

Teaching

• Teaching Assistant at Columbia University:
  • IEOR 3658: Probability for Engineers (Spring 2024)