Upcoming CDT Events

mathsbikes

Oxford-Berlin Summer School 2026

Oxford-Berlin Summer School 2026

Previous CDT Events

jose carrillo

Jose Carrillo - Aggregation-Diffusion and Kinetic PDEs for collective behaviour: applications in the sciences

patrick kidger

October 2021 CDT in Maths of Random Systems Workshop

Alain Rossier, Matheus Manzatto De Castro, and Patrick Kidger
justin sirignano

Justin Sirignano - Laws of Large Numbers for Neural Networks

fehrman benjamin oxford photo

Ben Fehrman - Non-equilibrium fluctuations in interacting particle systems and conservative stochastic PDE

michael j barany

Responsible Research and Innovation Training

samuel cohen

Sam Cohen - Optimal Control with Online Learning

harald oberhause

Harald Oberhauser - Stochastic Processes, Data, and Algorithms

dr dan kalise

November 2021 CDT in Maths of Random Systems Workshop

Benedikt Petko, Felix Prenzel and Dante Kalise
jan obloj

Jan Obloj - Optimal Transport and Robustness in Math Finance and beyond

zhongmin qian

Zhongmin Qian

terry lyons

December 2021 CDT in Maths of Random Systems Workshop

Lancelot Da Costa, Zheneng Xie and Terry Lyons
barbara bravi

February 2022 CDT in Maths of Random Systems Workshop

Alessandro Micheli, Terence Tsui and Barbara Bravi
Julien Berestycki March 2022 Talk

March 2022 CDT in Maths of Random Systems Workshop

Jonathan Tam, Remy Messadene and Julien Berestycki
spring retreat2021

Spring retreat 2022

omer karin

April 2022 CDT Workshop

Julian Meier and Dr Omer Karin
mohamed ibrahim

DataSig Mini-projects presentation

imperial talks

Student presentations on CDT Mini-Projects

Talk at June2022Workshop

June 2022 CDT in Maths of Random Systems Workshop

Ziheng Wang, Professor Ian Melbourne, Dr Sara Franceschelli
st hughs oxford

Mathematics of Random Systems Summer School 2022

25-30 September 2022, Oxford, UK. Invited Lecturers: Professor Massimiliano Gubinelli and Professor Jan Obloj
ruth baker

Ruth Baker - Efficient Bayesian inference for mechanistic modelling with high-throughput data

gesine reinert

Gesine Reinert - A brief introduction to Stein's method

massimiliano gubinelli

Massimiliano Gubinelli - Stochastic analysis of Euclidean quantum fields

Students at CDT workshop at Imperial October 2022

October 2022 CDT in Mathematics of Random Systems Workshop

Dr Cris Salvi, Will Turner & Yihuang (Ross) Zhang
harald oberhause

Harald Oberhauser - From Stochastic Analysis to Statistical Learning, Algebra, and Geometry

Previous CDT Events (2020-21)

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poster gmrs

This graduate school provided a learning and interacting opportunity for PhD students and young researchers in Vietnam & Asian countries with PhD students in EPSRC Centre for Doctoral training "Mathematics of Random Systems" in Imperial College London and University of Oxford. The school consists of two series of lectures (5 hours each) and a special research presentation section given by participants and invited speakers.

Invited lectures:

1. Prof. Dan Crisan (Imperial College London, United Kingdom)

   Lecture: Particle Filters for Data Assimilation

2. Prof. Franco Flandoli (Scuola Normale Superiore di Pisa, Italia)

  Lecture: An introduction to random dynamical systems for climate

Read more

 

A chance for our 1st and 2nd year students to get together in person with our fcaulty members over dinner.

Branca Garden, Oxford

Students will have the chance to choose from real life problems set by industry and acdemic partners to work on in small groups.

Students worked on projects with BBC News Labs, DataSig and Fidelity.

At the end of the two weeks the students present their research to other students, CDT directors and our project partners. A prize is then awarded for the best project.

Current first year students will be presented mini-projects to choose and work from as part of Random Systems CDT course structure . The event will be held on Zoom and will not be recorded, attendance is compulsory to all year 1 students.

Weekly short talks from our first year CDT students with discussion encouraged.

Thursday 29 April 2:00 Matthew Buckland
2:30 Ziheng Wang
Thursday 6 May 2:00 Luca Gerolla
2:30 Matheus Manzatto de Castro
3:00 Andrea Clini
Thursday 27 May 2:00 Laszlo Mikolas
2:30 Wei Xiong
Thursday 3 June 2:00 Dan Leonte
2:30 Philipp Jettkant
3:00 Yuriy Shulzhenko
Thursday 10 June 2:00 Martin Geller
2:30 Fabrice Wunderlich
3:00 Thomas Tendron
Thursday 17 June 2:00 Michael Giegrich
2:30 Aldair Petronilia
3:00 Ben Joseph
Thursday 24 June 2:00 Marcello Monga
2:30 Deborah Miori
3:00 Filippo De Angelis

 

 

The BBC News Lab gave the current first year students an online presentation on their "University Challenge" mini-project which students may choose to complete. The event will be recorded and broadcasted to students only.

Algebraicity and Randomness

In this talk, I will give an overview of my work which studies random algebraic structures and random processes in algebraic settings.  The first part will focus on one of my main research areas, which is topological data analysis.  Here, an important tool that I use in my research is persistent homology, which produces an algebraic object known as a persistence diagram.  Persistence diagrams are computed from data sets, and are therefore random algebraic structures.  In the second part, I will present my research on sets of phylogenetic trees which are symbolic objects that model many important data processes in biology and otherfields, and therefore, they are random data objects.  In my work, I study the specific setting of phylogenetic trees that live in an algebraichyper surface.  In both settings, I will talk about some open problems I'm currently thinking about.

Michael Barany, Lecturer in the History of Science at the University of Edinburgh.

This will combine an orientation on core concepts for responsible research and societal contexts of mathematics with discussion activities to support critical engagement and group cohesion and accountability. Materials and activities will draw on current debates in mathematics and its applications relevant to the CDT as well as historical examples and sources. This will be delivered in a format designed to promote dialogue within the cohorts.

Weekly seminar for new students. Tuesdays at 1.45

13 October Justin Sirignano Asymptotics in Deep Learning: Law of Large Numbers and Central Limit Theorems
20 October Jose  Carrillo 

Aggregation-Diffusion and Kinetic PDEs for collective behavior: applications in the sciences

27 October Dmitry Belyaev

Two topics on the interface of probability and analysis.

3 November Ruth Baker Mathematical and computational challenges ininterdisciplinary bioscience: stochastic models of biological processes.
10 November Jan Obloj A quick journey through Robust Finance: embeddings, optimal transport, pathwise stochastic calculus, neural nets and more
17 November Jon Keating Random Matrix Theory and its applications: a perspective
24 November Rama Cont

Excursion theory and applications in mathematical finance

 

1 December Matthias Winkel Combinatorial up-down chains and their diffusive continuum limits

Random Systems CDT Second year students based at Imperial presented their research to the first year students, followed by discussions.

In the CDT Gather space. All students welcome.

The space is open all hours, so feel free to arrange meetings at other times.

Previous CDT Events (2019-20)

Dr Carissa Veliz (Uehiro Centre for Practical Ethics, Oxford)

1. Introduction to practical ethics
2. Ethical issues specific to data science
3. Ethical concerns about data science, AI and related technologies

We will discuss what practical ethics is, how it is done, why it matters, how it is different from law, and why we need it. We will then discuss issues specific to ethics of data science—what sets it apart from other kinds of practical ethics, such as medical ethics. Finally, we will discuss some of main ethical concerns regarding data science, AI and related technologies, and illustrate them with real-world cases, discussing as an example the role of apps tackling the coronavirus pandemic.

The 2020 Summer School "Mathematics of Random Systems: Analysis, Modelling and Algorithms" was held in Döllnsee (Germany) in partnership with the Berlin-Oxford International Research Training Group (IRTG) Stochastic Analysis in Interaction with two series of lectures by

  • Prof. Francois Delarue (Université de Nice) Mean field games
  • Richard Nickl (University of Cambridge) Bayesian inverse problems, Gaussian processes, and partial differential equations

Participants from the CDT joined the meeting remotely.

Dan Crisan, Stochastic transport partial  differential equations      
Ajay Chandra, Singular Stochastic Partial  Differential Equations and Quantum Field Theory
Michele Coti Zelati, Diffusion and mixing in fluids: the  mathematics of your cup of tea
Damiano Brigo, Option pricing, rough paths and  historical vs implied volatility

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instadeep
Deep Learning for Pathfinding Optimization (InstaDeep Ltd)

An afternoon of talks and discussion from

Ilya Chevyrev Low-dimensional quantum Yang Mills measures

and

Goncalo Dos Reis Ito-Wentzell-Lions formula for measure-dependent random fields

This was followed by a dinner at St Hugh's college Oxford.

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St Hugh's Dinner
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dinner seated

Dinner for students and faculty near Imperial

Tuesdays at 4.15, weekly talks for new CDT students from Oxford faculty members  
October 17 Justin Sirignano Deep Learning: Asymptotics and Financial Applications
October 22 Christoph Reisinger Solving high-dimensional PDEs with deep neural networks
October 29 Christina Goldschmidt Random minimum spanning trees
November 5 Dmitry Belyaev Gaussian fields: analysis, probability and geometry
November 12 Terry Lyons Rough paths and Data Science
November 19 Julien Berestycki Brownian bees and free boundary problems
November 26 Doyne Farmer Problems in complexity economics
December 3 Harald Oberhauser Learning and testing laws of stochastic processes

 

New students joined CDT directors and administrators at a Q&A session.

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rama welcome

This was folowed by a student trip for a round of golf in the city centre.

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junkyard golf oxford

Directors, faculty members and administrators welcomed our first cohort of 16 students to the CDT.

This was followed by a drinks reception in the Oxford Mathematical Institute and a dinner at St Hugh's College Oxford.

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welcome dinner 2019