Upcoming CDT Events

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Previous CDT Events

farmer doyne

Doyne Farmer - Complexity economics and stochastic processes

prof laure saint raymond

2022 Brooke Benjamin Lecture

Prof. Laure Saint-Raymond 
michael monoyios

Michael Monoyios - Optimal investment, valuation and hedging problems

dmitry belyaev

Dmitry Belyaev - On the number of level sets of smooth Gaussian fields

michael j barany

Responsible Research and Innovation Training Nov 2022

Michael Barany (University of Edinburgh, School of Social and Political Science)
blanka horvath

Blanka Horvath - Deep Learning Volatility

outside of Statistics department Oxford

December 2022 CDT in Mathematics of Random Systems Workshop

cohort day

January 2023 CDT Workshop

Lorenzo Lucchese, Aldair Petronilia & Sam Webster
WeclomeSession2022

February 2023 CDT - Mathematics of Random Systems Workshop

Deborah Miori and Žan Žurič
International Centre for Mathematical Sciences

Conference in Mathematics of Random Systems 2023

Presentations from final year students in the EPSRC CDT in Mathematics of Random Systems
Renyuan Xu Profile Photo

June 2023 CDT Mathematics of Random Systems Workshop

Renyuan Xu, Milena Vuletic, Nicola Muça Cirone
rims

Mathematics of Random Systems: Summer School 2023

11-15 September 2023, Kyoto, Japan. Invited Lecturers: Alex Blumenthal (Georgia Tech), Tom Cass (Imperial College London), Ryoki Fukushima (University of Tsukuba)
jettkant

October 2023 CDT Mathematics of Random Systems Workshop

Philipp Jettkant and Dan Leonte
futter profile pic

November 2023 CDT Mathematics of Random Systems Workshop

Owen Futter, Wei Xiong and Professor Paul Bressloff (Imperial College London)
fabrice wunderlich

December 2023 CDT Mathematics of Random Systems Workshop

Fabrice Wunderlich, Bernat Bassols Cornudella and Dr Emilio Rossi Ferrucci (University of Oxford)
Imperial student, Guiseppe Tenaglia

January 2024 CDT Mathematics of Random Systems Workshop

Giuseppe Tenaglia (Imperial), Rivka MacLaine Mitchell (Oxford) and Dr Cris Salvi (Imperial)
Oxford student, Sarah-Jean Meyer

February 2024 CDT Mathematics of Random Systems Workshop

Sarah-Jean Meyer (Oxford), Francesco Pedullà (Imperial) and Professor Louis-Pierre Arguin (Oxford)
talbot

May 2024 CDT Workshop

Student talks: Roan Talbut (Imperial) and Yifan Jiang (Oxford); Speaker talk: Dr Leandro Sanchez-Betancourt (Oxford)
Timothy Kang

June CDT Mathematics of Random Systems Workshop

Speaker talk: Prof. Min Dai (Hong Kong Polytechnic), Student talks: Timothy Kang (Imperial) and Jacob Mercer (Oxford)
giuseppe cannizzaro

November 2024 CDT Workshop

Student talks: David Villringer (Imperial) and Shyam Popat (Oxford) ; Speaker talk: Dr Giuseppe Cannizzaro, the University of Warwick
An image of Eyal Neuman

December 2024 CDT Workshop

Oxford student speaker: Martin Geller "Calculus in Rough Path Space"; Imperial student speaker: Martin Peev; Invited speaker: Prof Eyai Neuman "Stochastic Graphon Games with Memory"
philipp jettkant

February 2025 CDT Workshop

Student talks: Dmitrii Mints (Imperial) and Julius Villar (Oxford) ; Speaker Talk Philipp Jettkant, Imperial College London
nazem khan

March 2025 CDT Student Workshop

Student speakers: Chun Lam (Oxford), Christopher Chalhoub (Imperial). Invited Speaker: Dr Nazem Khan, Oxford
Logo of the Centro di Ricerca Mathematica Ennio Dr Giorgi

Spring school 2025

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