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Monday, July 18, 2016

Time Description Speaker Location Abstracts Slides
8:30 - 8:55Registration11th Floor Collaborative Space
8:55 - 9:00WelcomeICERM Director11th Floor Lecture Hall
9:00 - 9:35Revisiting Monte Carlo EstimationMark Girolami, University of Warwick11th Floor Lecture Hall
9:45 - 10:20Sequential matrix completionSergio Bacallado, Universiy of Cambridge11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:35Fast Robustness Quantification with Variational BayesTamara Broderick, Massachusetts Institute of Technology11th Floor Lecture Hall
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11:45 - 12:20Adaptive sparse quadrature for high-dimensional integration with Gaussian distribution- application to Bayesian inverse problems.Peng Chen, The University of Texas at Austin11th Floor Lecture Hall
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12:30 - 3:00Break for Lunch / Free Time
3:00 - 3:35Data-driven stochastic model reductionFei Lu, University of California, Berkeley11th Floor Lecture Hall
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3:45 - 4:20Mathematics for data-driven modeling - The science of crystal ballsYannis Kevrekides, Princeton University11th Floor Lecture Hall
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4:30 - 6:00Welcome Reception11th Floor Collaborative Space
Time Description Speaker Location Abstracts Slides
2:30 - 3:00Belated Yellow Pig Day Coffee/Tea Break

Tuesday, July 19, 2016

Time Description Speaker Location Abstracts Slides
9:00 - 9:35Multi-fidelity information fusion algorithms for high dimensional systems and massive data-setsGeorge Karniadakis, Brown University11th Floor Lecture Hall
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9:45 - 10:20Product form stationary distributions of stochastic reaction networks with non-mass action kinetics, and application to constrained averaging of multiscale systemsSimon Cotter, University of Manchester11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:35Statistical inference of stochastic single-cell and single-molecule dynamicsHeinz Koeppl, Technische Universität Darmstadt11th Floor Lecture Hall
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11:45 - 12:20Measure transport, variational inference, and low-dimensional mapsYoussef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
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12:30 - 2:15Break for Lunch / Free Time
2:15 - 2:50Stochastic integrators for multiscale and ergodic dynamical systemsAssyr Abdulle, École Polytechnique Fédérale de Lausanne11th Floor Lecture Hall
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3:00 - 3:35Stratification for Markov chain Monte Carlo samplingJonathan Weare, University of Chicago11th Floor Lecture Hall
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3:45 - 4:15Coffee/Tea Break11th Floor Collaborative Space
4:15 - 5:00Lightning Talks11th Floor Lecture Hall
Time Description Speaker Location Abstracts Slides
3:30 - 5:00Graduate School Panel170 Hope Street, Room 108

Wednesday, July 20, 2016

Time Description Speaker Location Abstracts Slides
9:00 - 9:35Efficient methods for estimating stochastic gradients and sensitivity indices in complex stochastic dynamicsMarkos Katsoulakis, University of Massachusetts, Amherst11th Floor Lecture Hall
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9:45 - 10:20Quasi-Reliable Estimates of Effective Sample SizeRobert Skeel, Purdue University11th Floor Lecture Hall
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10:20 - 10:30Group Photo in Lecture Hall11th Floor Lecture Hall
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:35Ergodic Stochastic Differential Equations and Sampling- A numerical analysis perspectiveKonstantinos Zygalakis, University of Edinburgh11th Floor Lecture Hall
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11:45 - 1:50Break for Lunch / Free Time
2:00 - 2:35Ensemble preconditioning schemes for Bayesian inverse problemsCharles Matthews, University of Chicago11th Floor Lecture Hall
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2:45 - 3:20Accurate sampling algorithms for constraints and noisy gradientsBenedict Leimkuhler, University of Edinburgh11th Floor Lecture Hall
3:30 - 5:00Poster Session and Coffee/Tea Break11th Floor Collaborative Space
Time Description Speaker Location Abstracts Slides
3:30 - 5:00Graduate School Panel170 Hope Street, Room 108

Thursday, July 21, 2016

Time Description Speaker Location Abstracts Slides
9:00 - 9:35Variational Hamiltonian Monte CarloBabak Shababa, The Center for Statistical Consulting11th Floor Lecture Hall
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9:45 - 10:20Scalable and Efficient MCMC Algorithms for Complex PosteriorsYian Ma, University of Washington11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:35Sub-Gaussian estimators of the mean of a random matrix with entries possessing only two momentsStanislav Minsker, University of Southern California11th Floor Lecture Hall
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11:45 - 12:20Adaptive two-stage integrators for sampling algorithms based on Hamiltonian dynamicsElena Akhmatskaya, Basque Center for Applied Mathematics - BCAM11th Floor Lecture Hall
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12:30 - 2:15Break for Lunch / Free Time
2:15 - 2:50Scalable Bayesian Inference with Hamiltonian Monte CarloMichael Betancourt, University of Warwick11th Floor Lecture Hall
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3:00 - 3:35Computing ergodic limits for SDEsMichael Tretyakov, The University of Nottingham11th Floor Lecture Hall
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3:45 - 4:15Coffee/Tea Break11th Floor Collaborative Space
4:15 - 5:00Panel Discussion11th Floor Lecture Hall

Friday, July 22, 2016

Time Description Speaker Location Abstracts Slides
9:00 - 9:35Geometric Methods for the Approximation of High-dimensional Dynamical SystemsMauro Maggioni, Johns Hopkins University11th Floor Lecture Hall
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9:45 - 10:20Scalable algorithms for Markov process parameter inferenceDarren Wilkinson, Newcastle University11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:35Covariance-controlled adaptive Langevin thermostat for large-scale Bayesian samplingXiaocheng Shang, Brown University11th Floor Lecture Hall
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11:45 - 12:20Irreversible langevin samplers and variance reduction- a large deviations approach and diffusion on graphsKonstantinos Spiliopoulos, Boston University11th Floor Lecture Hall
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12:30 - 2:15Break for Lunch / Free Time
2:15 - 2:50Simple ergodic variants of the Hamiltonian Monte Carlo methodJesus Sanz-Serna, Universidada Carlos III de Madrid11th Floor Lecture Hall
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3:00 - 3:45Wrapup Q&A11th Floor Lecture Hall
25_May_2016
Award Winning Associate Director





May 25, 2016
— Congratulations to mathematics professor (and ICERM Associate Director) Ulrica Wilson for being named Morehouse College's 2016-2017 Vulcan Teaching Excellence Award winner!


10_May_2016
Big Data meets Number Theory



May 10, 2016
— Researchers from ICERM's special semester “Computational Aspects of the Langlands Program” are creating new data-driven models for collaborative research in number theory, culminating in today's official release of the L-functions and Modular Forms Database (LMFDB) at www.lmfdb.org. See article for more details.


21_April_2016
ICERM director to deliver Presidential Faculty Award lecture on cryptography





April 21,2016
— ICERM Director Jill Pipher will present the Presidential Faculty Award lecture on Tuesday, April 26, at 4:30 p.m. in the John Carter Brown Library at Brown University. The Presidential Faculty Award was established in 2013 by President Christina Paxson to recognize members of the faculty who are conducting especially important and innovative scholarship and to create an opportunity for recipients to present their work to colleagues in other disciplines. Congratulations to Jill! See the Brown press release.


08_April_2016
NSF Director and RI Senator Visit ICERM and Brown



April 8, 2016
— National Science Foundation Director France Córdova and U.S. Sen. Jack Reed of Rhode Island joined students, faculty and administrators at Brown on April 8 for a firsthand look at some of the NSF-supported research happening at the University. Their visit kicked off with a tour of ICERM.



Opportunities

Semester Program Visitors

ICERM welcomes applications for semester program visitors who wish to spend between 2 weeks and one semester at ICERM to participate in one of our semester-long programs. The research interest of semester program visitors should relate to the semester program. Applications may be submitted at any time until the end of the semester program and will be considered as long as funds remain available. Apply to upcoming programs with Cube.

Workshop Participants

ICERM workshops, both semester and topical, provide other opportunities for participation in our activities. Funding for workshop participation is limited. Apply to upcoming workshops with Cube. Decisions about online applications are typically made 1-3 months before the workshop.

Each year ICERM runs Summer@ICERM, an undergraduate research program that spans eight weeks. Our program involves approximately 15-20 undergraduate students who work in groups of two or three, supervised by faculty advisors and aided by teaching assistants. Travel within the U.S. and lodging expenses are paid for, and every participant receives a $3,000 stipend (Brown students typically receive an UTRA grant in lieu of the S@I stipend). Proposals for undergraduate research programs are chosen competitively, and undergraduates need to apply to participate. Click here for details about the summer 2016 program.

Applications for the 2017 Summer@ICERM program will open in Fall 2016.

ICERM welcomes applications from graduate students who wish to spend between 6 weeks and one semester at ICERM to participate in one of our semester-long programs. ICERM will provide workspace, shared computers, and lockers; ICERM offers support for travel to the institute and local accommodations. The research interest of visiting graduate students should relate to the semester program. Applications may be submitted at any time until the end of the semester program and will be considered as long as funds and space remain available.

If you are interested in applying to attend a workshop, you will need to request that your advisor submit a statement of support. Graduate students who present a poster at an ICERM workshop are typically awarded funding for local accommodations.

Apply to upcoming programs using Cube.

ICERM brings early-career mathematicians to the institute in order to support and expand their research and to create lasting career collaborations and connections. There are three ways to participate as a Postdoctoral Fellow in an ICERM semester program:

  • Postdoctoral Institute Fellows: The institute funds two academic-year postdoctoral positions that include a stipend and benefits. Each Institute Postdoc is a research participant in one of the semester programs planned for that academic year, and remains at the institute during the alternate semester as a researcher-in-residence. Applications for the 2017-2018 positions are open on Mathjobs.org.
  • Postdoctoral Semester Fellows: These postdoctoral researchers are associated with a specific program and are in residence for that semester, supported by a monthly stipend and benefits. Applications for the 2017-2018 positions are open on Mathjobs.org.
  • Postdoctoral Visitors: Postdoctoral researchers with support from their home institutions can apply for travel and/or lodging support to participate in an ICERM semester program. Go to ICERM's "Cube" system to apply.

Each postdoctoral researcher is paired with a senior long-term participant to ensure mentoring and professional guidance. The institute provides a range of professional development activities for postdoctoral researchers and graduate students. A weekly graduate student/postdoctoral seminar facilitates peer connections between graduate student researchers and postdoctoral researchers.

Applications for the 2017-2018 Postdoctoral Institute and Semester fellowships are being accepted on Mathjobs.org. Applicants will be expected to submit an AMS Standard Cover Sheet, curriculum vitae (including publication list), cover letter, research statement, and three letters of recommendation via MathJobs.org by early January 2017. Review of applications will commence in early January 2017. Priority will be given to applications received before January 4, 2017.

ICERM encourages proposals for programs that support its mission to foster and broaden the relationship between mathematics and computation. We welcome your ideas for semester programs, topical workshops, small group research (Collaborate@ICERM), and our Summer@ICERM undergraduate research programs. How to propose an Program or Workshop.