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Organizing Committee
George Mason University
Emory University
Purdue University
Massachusetts Institute of Technology
Virginia Tech
North Carolina State University
Abstract
In many scientific fields, advances in data collection and numerical simulation have resulted in large amounts of data for processing; however, relevant and efficient computational tools appropriate to analyze the data for further prediction and decision-making are still in their infancy. To tackle these challenges, the scientific research community has developed and used probabilistic tools in at least two different ways: first, stochastic methods to model and quantify these uncertainties in applications where there is underlying uncertainty; second, in applications that may be inherently deterministic but randomness is used as an algorithmic tool to drastically reduce computational costs while retaining the high accuracy of classic approaches.
Stochastic and randomized algorithms have already made a tremendous impact in areas such as numerical linear algebra (where matrix sketching and randomized approaches are used for efficient matrix approximations), Bayesian inverse problems (where probabilistic approaches are used to define priors and for posterior sampling), and machine learning (where stochastic optimization methods are used to efficiently train network models).
The main goal of this program is to advance foundational research in stochastic and randomized methods for scientific computing and optimization, enabling their effective and widespread use in challenging applications. This includes the development of new mathematical approaches, convergence results, next-generation hardware, statistical guarantees, and error bounds, as well as the integration of these tools in scientific applications at scale. We also aim to create research and mentorship opportunities for researchers at all levels, including advanced undergraduate students, graduate students, postdocs, and senior scientists.
Stochastic and randomized algorithms have already made a tremendous impact in areas such as numerical linear algebra (where matrix sketching and randomized approaches are used for efficient matrix approximations), Bayesian inverse problems (where probabilistic approaches are used to define priors and for posterior sampling), and machine learning (where stochastic optimization methods are used to efficiently train network models).
The main goal of this program is to advance foundational research in stochastic and randomized methods for scientific computing and optimization, enabling their effective and widespread use in challenging applications. This includes the development of new mathematical approaches, convergence results, next-generation hardware, statistical guarantees, and error bounds, as well as the integration of these tools in scientific applications at scale. We also aim to create research and mentorship opportunities for researchers at all levels, including advanced undergraduate students, graduate students, postdocs, and senior scientists.
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Semester Schedule
Tuesday, January 20, 2026
Stochastic and Randomized Algorithms in Scientific Computing: Foundations and Applications
9:00 AM - 4:00 PM EST
Check In/ Registration
Check In - 11th Floor Collaborative Space
3:00 - 3:30 PM EST
Coffee Break
11th Floor Collaborative Space
Wednesday, January 21, 2026
Stochastic and Randomized Algorithms in Scientific Computing: Foundations and Applications
11:00 - 11:30 AM EST
ICERM Director and Organizer Welcome
Welcome - 11th Floor Lecture Hall
Brendan Hassett, ICERM/Brown University
11:30 AM - 12:00 PM EST
Director/ Organizer Meeting
Meeting - 11th Floor Conference Room
1:00 - 3:00 PM EST
Faculty Introductions
Lightning Talks - 11th Floor Lecture Hall
3:00 - 3:30 PM EST
Coffee Break
11th Floor Collaborative Space
Thursday, January 22, 2026
Stochastic and Randomized Algorithms in Scientific Computing: Foundations and Applications
9:30 - 9:40 AM EST
Abhijit Chowdhary Introduction
PostDoc/ Graduate Student Introductions - 11th Floor Lecture Hall
Abhijit Chowdhary, Tufts University
9:40 - 9:50 AM EST
Matthieu Dolbeault Introduction
PostDoc/ Graduate Student Introductions - 11th Floor Lecture Hall
Matthieu Dolbeault, ICERM, Brown University
9:50 - 10:00 AM EST
Wael Hajj Ali Introduction
PostDoc/ Graduate Student Introductions - 11th Floor Lecture Hall
Wael Hajj Ali, Mitsubishi Electric Research Laboratories
10:00 - 10:10 AM EST
Ruhui Jin Introduction
PostDoc/ Graduate Student Introductions - 11th Floor Lecture Hall
Ruhui Jin, Johns Hopkins University
10:10 - 10:20 AM EST
Federica Milinanni Introduction
PostDoc/ Graduate Student Introductions - 11th Floor Lecture Hall
Federica Milinanni, ICERM
10:20 - 10:30 AM EST
Swati Padmanabhan Introduction
PostDoc/ Graduate Student Introductions - 11th Floor Lecture Hall
Swati Padmanabhan, University of Minnesota Twin Cities
Application Information
The deadline to submit an application to this program has passed.
ICERM Funding for Fellowships
ICERM has funding available for fellowships to support faculty who attend one of our semester programs. These are often used to cover teaching buyouts so that participants can be in residence throughout a semester program. We welcome requests from those not based at R1 research universities and those based at minority-serving institutions, including HBCUs, HSIs, TCUs, and AAPIs. The standard amount for a full semester is $30,000. Email ICERM’s Director for more information.
ICERM has funding available for fellowships to support faculty who attend one of our semester programs. These are often used to cover teaching buyouts so that participants can be in residence throughout a semester program. We welcome requests from those not based at R1 research universities and those based at minority-serving institutions, including HBCUs, HSIs, TCUs, and AAPIs. The standard amount for a full semester is $30,000. Email ICERM’s Director for more information.
Your Visit to ICERM
- ICERM Facilities
- ICERM is located on the 10th & 11th floors of 121 South Main Street in Providence, Rhode Island. ICERM's business hours are 8:30am - 5:00pm during this event. See our facilities page for more info.
- Traveling to ICERM
- ICERM is located at Brown University in Providence, Rhode Island. Providence's T.F. Green Airport (15 minutes south) and Boston's Logan Airport (1 hour north) are the closest airports. Providence is also on Amtrak's Northeast Corridor. See our travel page for full directions.
- Lodging/Housing
- Visiting ICERM for longer than a week? ICERM staff helps participants locate suitable accommodations. Contact housing@icerm.brown.edu for details.
- Childcare/Schools
- Those traveling with family can contact housing@icerm.brown.edu for childcare and school information.
- Technology Resources
- Wireless internet access and wireless printing are available for all ICERM visitors. Eduroam is supported. Thin clients provide access to web browsers, SSH terminals, and printing. See our Technology Resources page for setup info.
- Accessibility
- For special services, accommodations, or assistance, please contact accessibility@icerm.brown.edu in advance. Thank you.
- Discrimination and Harassment Policy
- ICERM is committed to a safe, professional, and welcoming environment. Brown University's Code of Conduct and related policies apply to all ICERM participants. Contact the ICERM Director or Associate Director Jenna Sousa for concerns.
- Fundamental Research
- ICERM programs promote Fundamental Research and mathematical education. Participants involved in sensitive or proprietary work should be aware of U.S. export control restrictions.
- Exploring Providence
- Providence offers world-class dining and attractions. Visit our Explore Providence page to see what’s near ICERM.
Visa Information
Contact visa@icerm.brown.edu for assistance.
- Need a US Visa?
- J-1 visa requested via ICERM staff
- Eligible to be reimbursed
- B-1 or Visa Waiver Business (WB) – if you already have either visa, contact ICERM staff for a visa-specific invitation letter.
- Ineligible to be reimbursed
- B-2 or Visa Waiver Tourist (WT)
- Already in the US?
F-1 and J-1 not sponsored by ICERM: obtain a letter approving reimbursement from the International Office of your home institution prior to travel.
H-1B holders do not need a letter of approval.
All other visas: alert ICERM staff immediately about your situation.
ICERM does not reimburse visa fees. This chart is to inform visitors whether the visa they enter the US on allows them to receive reimbursement for the items outlined in their invitation letter.
Financial Support
This section is for general purposes only and does not indicate that all attendees receive funding. Please refer to your personalized invitation to review your offer.
- ORCID iD
- As this program is funded by the National Science Foundation (NSF), ICERM is required to collect your ORCID iD if you are receiving funding to attend this program. Be sure to add your ORCID iD to your Cube profile as soon as possible to avoid delaying your reimbursement.
- Acceptable Costs
- 1 roundtrip between your home institute and ICERM
- Flights on U.S. or E.U. airlines – economy class to either Providence airport (PVD) or Boston airport (BOS)
- Ground Transportation to and from airports and ICERM.
- Unacceptable Costs
- Flights on non-U.S. or non-E.U. airlines
- Flights on U.K. airlines
- Seats in economy plus, business class, or first class
- Change ticket fees of any kind
- Multi-use bus passes
- Meals or incidentals
- Advance Approval Required
- Personal car travel to ICERM from outside New England
- Multiple-destination plane ticket; does not include layovers to reach ICERM
- Arriving or departing from ICERM more than a day before or day after the program
- Multiple trips to ICERM
- Rental car to/from ICERM
- Flights on a Swiss, Japanese, or Australian airline
- Arriving or departing from airport other than PVD/BOS or home institution’s local airport
- 2 one-way plane tickets to create a roundtrip (often purchased from Expedia, Orbitz, etc.)
- Travel Maximum Contributions
- New England: $350
- Other contiguous US: $850
- Asia & Oceania: $2,000
- All other locations: $1,500
- Note these rates were updated in Spring 2023 and supersede any prior invitation rates.
- Reimbursement Requests
Request Reimbursement with Cube
Refer to the back of your ID badge for more information. Checklists are available at the front desk and in the Reimbursement section of Cube.
- Reimbursement Tips
- Scanned original receipts are required for all expenses
- Airfare receipt must show full itinerary and payment
- ICERM does not offer per diem or meal reimbursement
- Allowable mileage is reimbursed at prevailing IRS Business Rate and trip documented via Google Maps PDF
- Keep all documentation until you receive your reimbursement!
- Reimbursement Timing
6–8 weeks after all documentation is sent to ICERM. All reimbursements are reviewed by multiple Brown University offices.
- Reimbursement Deadline
Submissions must be received within 30 days of ICERM departure to avoid applicable taxes. No submissions are accepted after six months.
