Organizing Committee
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.

Image for "Stochastic and Randomized Algorithms in Scientific Computing: Foundations and Applications"

Application Information

Applications are not currently open. Please check back at a later date.

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 about ICERM and Brown's available facilities.
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. In-depth directions and transportation information are available on our travel page.
Lodging/Housing
Visiting ICERM for longer than a week-long workshop? ICERM staff works with participants to locate accommodations that fit their needs. Since short-term furnished housing is in very high demand, take advantage of the housing options ICERM may recommend. Contact housing@icerm.brown.edu for more details.
Childcare/Schools
Those traveling with family who are interested in information about childcare and/or schools should contact housing@icerm.brown.edu.
Technology Resources
Wireless internet access and wireless printing is available for all ICERM visitors. Eduroam is available for members of participating institutions. Thin clients in all offices and common areas provide open access to a web browser, SSH terminal, and printing capability. See our Technology Resources page for setup instructions and to learn about all available technology.
Accessibility
To request special services, accommodations, or assistance for this event, please contact accessibility@icerm.brown.edu as far in advance of the event as possible. Thank you.
Discrimination and Harassment Policy
ICERM is committed to creating a safe, professional, and welcoming environment that benefits from the diversity and experiences of all its participants. Brown University's "Code of Conduct", "Discrimination and Workplace Harassment Policy", "Sexual and Gender-based Misconduct Policy", and "Title IX Policy" apply to all ICERM participants and staff. Participants with concerns or requests for assistance on a discrimination or harassment issue should contact the ICERM Director or Assistant Director Jenna Sousa; they are the responsible employees at ICERM under this policy.
Fundamental Research
ICERM research programs aim to promote Fundamental Research and mathematical sciences education. If you are engaged in sensitive or proprietary work, please be aware that ICERM programs often have participants from countries and entities subject to United States export control restrictions. Any discoveries of economically significant intellectual property supported by ICERM funding should be disclosed.
Exploring Providence
Providence's world-renowned culinary scene provides ample options for lunch and dinner. Neighborhoods near campus, including College Hill Historic District, have many local attractions. Check out the map on 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 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 airlines
  • 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 superseded any prior invitation rates. Any invitations without travel support will still not receive travel support.
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 pdf of Google Maps result
  • Keep all documentation until you receive your reimbursement!
Reimbursement Timing

6 - 8 weeks after all documentation is sent to ICERM. All reimbursement requests are reviewed by numerous central offices at Brown who may request additional documentation.

Reimbursement Deadline

Submissions must be received within 30 days of ICERM departure to avoid applicable taxes. Submissions after thirty days will incur applicable taxes. No submissions are accepted more than six months after the program end.