Ann B. Lee is a Professor and Co-Director of the PhD Program in Statistics at Carnegie Mellon University , with a joint appointment in the Department of Statistics & Data Science and the Machine Learning Department. Prior to joining CMU, she held positions as a J.W. Gibbs Assistant Professor at Yale University and a visiting research associate at Brown University. PhD in Physics, Brown University MSc/BSc in Engineering Physics, Chalmers University of Technology, Sweden Her research focuses on statistical methodology for complex data in the physical sciences , emphasizing trustworthy inference, uncertainty quantification, and integration of classical statistics with machine learning. Recent work includes likelihood-free inference, calibrated forecasting, and diagnostics for generative models. The STAMPS research group , which she co-founded in 2018, hosts weekly meetings and public webinars. In Fall 2024, STAMPS will transition into a CMU Research Center. Recent publications span likelihood-free inference , climate modeling , and astronomy . Notable collaborations include applications to hurricane intensity guidance , galaxy redshift estimation , and cosmological parameter biases . She mentors PhD students and has advised multiple award-winning researchers, including ASA Best Student Paper Award winners. Her teaching includes advanced courses on probability, regression, and AI for climate sciences.
Emmanuel J. Candès is the Barnum-Simons Chair in Mathematics and Statistics at Stanford University, with joint appointments in the Institute of Computational and Mathematical Engineering and as Professor of Statistics and Electrical Engineering (by courtesy). His research spans mathematical signal processing , high-dimensional statistics , and data science , focusing on compressive sensing, inverse problems, and applications to imaging sciences. 2021 IEEE Jack S. Kilby Signal Processing Medal 2020 Princess of Asturias Award for Technical and Scientific Research 2017 MacArthur Fellow His recent work on conformal prediction and uncertainty quantification has advanced machine learning reliability, particularly in high-dimensional settings. Publications include breakthroughs in medical imaging, gravitational wave detection, and AI validation frameworks. Key collaborations include Terence Tao (UCLA) and Justin Romberg (Georgia Tech) for IEEE Kilby Medal recognition. He serves as Co-chair of Stanford's Data Science Institute and previously as Statistics Department Chair (2016–2019).
Manuel Del Pino is Professor at the University of Bath's Department of Mathematical Sciences and Royal Society Professor specializing in nonlinear partial differential equations. His research focuses on singularity formation, geometric evolution equations, and asymptotic analysis in fluid dynamics and mathematical physics. His investigations encompass blow-up phenomena in heat equations, vortex dynamics in Euler flows, and minimal surface theory. Current projects examine infinite-time singularity formation in parabolic equations and asymptotic properties of vortex configurations. Del Pino has received the Royal Society Professorship and leads multiple grants including 'Asymptotic patterns in nonlinear evolution problems' (EPSRC). He maintains collaborations with researchers globally through projects on singularity formation in PDEs.
Raphael Hauser is an Associate Professor in Numerical Mathematics at the University of Oxford's Mathematical Institute, Director of Graduate Studies - Teaching, and Tanaka Fellow in Applied Mathematics at Pembroke College. His affiliations include membership in the Data Science, Numerical Analysis, and Mathematical and Computational Finance research groups, as well as a fellowship at the Alan Turing Institute. Education: PhD in Operations Research, Cornell University, Ithaca, USA Dipl. Math. ETH, Swiss Federal Institute of Technology (ETH Zurich), Switzerland Research interests span data science, numerical optimisation, medical imaging, distributed computing, and applied probability/statistics. His work integrates mathematical rigor with practical applications, particularly in optimization algorithms, machine learning theory, and medical imaging technology. Publications focus on optimization theory, stochastic processes, medical imaging systems, and computational finance, with recurring themes in non-convex optimization guarantees, PCA variants, and X-ray tomography innovations. Awards: Oxford University Teaching Award (2007) SIAM Optimization Prize (2005) SIAM Student Paper Prize (2000) Advising includes 15+ DPhil students and 40+ MSc students, with projects in optimization, finance, imaging, and machine learning. Current postdocs and students are affiliated with the Alan Turing Institute and industrial partners like Siemens and Macquarie Group. He leads teams in the Mathematical Institute's research groups and collaborates with the Alan Turing Institute on large-scale data science initiatives.
James Bremer is a Professor in the Department of Mathematics and holds a cross-appointment in the Department of Computer and Mathematical Sciences at the University of Toronto's Scarborough campus. His research focuses on developing efficient numerical algorithms for solving elliptic boundary value problems, integral equations, and special function transforms.
Asaf Ferber is Associate Professor in Mathematics at University of California, Irvine, School of Physical Sciences. His research spans discrete mathematics including combinatorial games, random graphs, extremal hypergraph theory, and quantum computation. Research explores Hamiltonian cycles in random graphs, structural properties of pseudorandom graphs, and quantum algorithms for combinatorial problems. Recent work develops quantum approaches to graph learning and sparse recovery in random matrices. Awards: NSF CAREER Award Sloan Fellowship Distinguished Early Career Faculty Award for Research Air Force Research Grant NSF-BSF Grant Organizes conferences including SoCalDM Symposium and Desert Discrete Math Workshop, mentoring graduate students through UCI's Probability and Combinatorics Seminar.
Maarten de Hoop is the Simons Chair and Professor of Computational and Applied Mathematics at Rice University, part of the George R. Brown School of Engineering. He holds visiting roles at MIT and the Chinese Academy of Sciences. His research spans seismic wave analysis, inverse problems, deep learning, and planetary seismology. He earned his Ph.D. in Technical Sciences from Delft University of Technology (1992), and earlier degrees from Utrecht University. Notable awards include the 1996 J. Clarence Karcher Award and 2001 Fellowship from the Institute of Physics. His work integrates computational mathematics with geophysics, focusing on extracting signal information from large datasets, developing novel inverse scattering methods, and applying deep learning to geoscience challenges. Recent studies include transformer models for in-context learning, semialgebraic neural networks, and seismic waveform foundation models like SeisLM. He leads the Geo-Mathematical Imaging Group, fostering interdisciplinary projects in planetary missions and data-driven discovery.
Constantinos Daskalakis is the Armen Avanessians (1982) Professor in the MIT Schwarzman College of Computing and the Department of Electrical Engineering and Computer Science (EECS). He joined MIT in 2009 and is a member of the Computer Science and Artificial Intelligence Laboratory (CSAIL), affiliated with the Laboratory for Information and Decision Systems (LIDS) and the Operations Research Center (ORC). His research focuses on theoretical computer science, with emphasis on game theory, machine learning, and high-dimensional statistics. Education: Ph.D. in Computer Science (not explicitly stated, but implied by tenure and awards). Research interests include computational complexity of Nash equilibria, multi-item auctions, machine learning algorithms, and causal inference. His work bridges game theory, economics, probability, and statistics, with applications in AI and healthcare. Key contributions include resolving long-standing problems in computational game theory and developing efficient methods for statistical hypothesis testing. He has been recognized with the 2018 Nevanlinna Prize, ACM Grace Murray Hopper Award, and the Kalai Game Theory Prize. Affiliations: CSAIL, LIDS, ORC, and the Foundations of Data Science Institute. Active in multi-agent learning, bias mitigation in data, and generative models.
Rebecca Willett is a Professor of Statistics and Computer Science at the University of Chicago and Faculty Director of AI at the Data Science Institute. She holds the Worah Family Professorship and is a member of the Wallman Society of Fellows. Her research focuses on machine learning, signal processing, and scientific computing, with applications in astronomy, climate science, and biochemistry. She has held visiting roles at institutions including UCLA and INRIA. Key roles include Deputy Directorships at the NSF-Simons Institute for Theory and Mathematics in Biology and the SkAI Institute. Education: PhD in Electrical and Computer Engineering from Rice University (2005), followed by faculty roles at Duke University (2005–2013) and the University of Wisconsin-Madison (2013–2018). Awards include the 2024 SIAM Data Science Career Award, NSF CAREER Award (2007), and AFOSR Young Investigator Award (2010). Research interests span inverse problems, optimization theory, and interdisciplinary applications. Her work bridges high-dimensional statistics and imaging science. Recent articles emphasize neural network theory, climate data assimilation, and biophysical modeling. Awards include SIAM Fellowship, IEEE Fellowship, and teaching excellence awards. She leads initiatives in AI ethics, broadening participation in STEM, and serves on key committees like the National Academies' CATS. Labs/Groups: Machine Learning Group at UChicago, CERES Center for Unstoppable Computing. Grants include NSF, DOE, and collaborations with Argonne National Laboratory.
Peter Benner is a Professor and Director at the Max Planck Institute for Dynamics of Complex Technical Systems in Magdeburg, where he leads the Computational Methods in Systems and Control Theory group. He also holds an Honorarprofessor position for Mathematics at Otto-von-Guericke Universität Magdeburg since 2011. Benner has previously served as Managing Director of the Max Planck Institute during multiple periods (2013-2014, 2021-2022, and 2025-2026), demonstrating his leadership in the field. Benner's research focuses on Scientific Machine Learning, Numerical Linear and Multilinear Algebra, Model Order Reduction and Reduced-order Modeling, Numerical Methods in Systems and Control Theory, PDE Constrained Optimization, High-performance and Power-aware Computing, and Mathematical Software development. His work bridges theoretical mathematics with practical engineering applications, particularly addressing challenges in large-scale dynamical systems. Analysis of his recent publications reveals a strong emphasis on developing efficient computational methods for complex systems. Benner has pioneered approaches combining model order reduction with tensor methods to tackle high-dimensional problems in uncertainty quantification and PDE-constrained optimization. His work shows a consistent trend toward integrating data-driven techniques with traditional model-based approaches, particularly for nonlinear and parametric systems. Throughout his career, Benner has actively mentored students and collaborated with researchers worldwide, delivering numerous invited talks at prestigious institutions and conferences across Europe, North America, and Asia. His research has received significant funding, supporting the development of mathematical software and computational methods for industrial applications. Benner leads the Computational Methods in Systems and Control Theory department at the Max Planck Institute, which focuses on developing and implementing advanced numerical methods for large-scale dynamical systems. The group maintains strong connections with both theoretical mathematics and practical engineering applications, particularly in fluid dynamics, energy systems, and control theory.
Damek Davis serves as an Associate Professor of Statistics and Data Science and Co-Academic Director of the Dual Master's Degree in Statistics at the Wharton School, University of Pennsylvania. His academic base is the Department of Statistics and Data Science within the Wharton School, with his office located at the Academic Research Building in Philadelphia, PA. His research expertise centers on optimization theory for data science, with deep specialization in nonsmooth and stochastic optimization problems. Key focus areas include convergence analysis of first-order methods, variance reduction techniques, and theoretical guarantees for algorithms in nonconvex settings. His work bridges mathematical rigor with practical applications in machine learning and statistical inference, particularly in developing efficient computational frameworks for large-scale data analysis. Analysis of his 2022-2024 publications reveals dominant themes in optimization for modern data challenges: nonsmooth stochastic approximation, linear convergence under sharpness conditions, and global optimality in mixture models. His research consistently appears in premier venues across optimization (Mathematical Programming, SIAM Journal), statistics (The Annals of Statistics), and machine learning (IEEE Transactions), demonstrating cross-disciplinary impact in both theoretical foundations and computational methodologies.
Pan Xu is a tenure-track assistant professor with joint appointments in the Department of Biostatistics & Bioinformatics, Department of Computer Science, and Department of Electrical & Computer Engineering at Duke University. Previously, Xu was a Postdoctoral Scholar Research Associate at Caltech's Department of Computing and Mathematical Science and earned a Ph.D. in Computer Science from UCLA. Xu's research focuses on developing computationally- and data-efficient machine learning algorithms with strong empirical performance and theoretical guarantees. Xu's research interests center around Machine Learning with broad applications in Artificial Intelligence, Data Science, Optimization, Reinforcement Learning, and High Dimensional Statistics. The research specifically targets real-world problems in Bioinformatics and Healthcare, with recent work emphasizing distributionally robust decision making, efficient exploration strategies, and multi-agent systems. Xu has developed novel algorithms that address the challenges of exploration in sequential decision making and robustness to distributional shifts between training and deployment environments. Xu's recent publications demonstrate a strong trend toward developing theoretically grounded yet practical algorithms for reinforcement learning and bandit problems, with particular emphasis on distributionally robust methods, efficient exploration techniques, and applications to healthcare. The work spans both theoretical analysis (providing minimax optimal regret bounds) and practical implementations (validated on benchmarks like Atari games and real healthcare datasets). Whitehead Scholar award from Duke University School of Medicine (2023) Best Paper Award at ACM FAccT 2023 for Queer In AI paper PIMCO Postdoctoral Fellowship in Data Science (2022) TMLR Featured Certification (2023) NSF award on approximate sampling based exploration (2023) Xu actively mentors multiple Ph.D. students across Duke's Biostatistics & Bioinformatics, Computer Science, and Electrical & Computer Engineering programs, with several alumni now pursuing doctoral studies at top institutions. The research group has secured competitive funding including an NSF award for approximate sampling based exploration for sequential decision making. Xu serves as an action editor for TMLR and as an area chair for major conferences including ICML, NeurIPS, AAAI, ICLR, and AISTATS. Xu leads a dynamic research group focused on sequential decision making, with projects spanning theoretical algorithm development, implementation of practical systems, and applications to healthcare and bioinformatics. The group maintains active collaborations across Duke's medical and engineering schools, with recent work applying machine learning to epidemic forecasting during the pandemic.
David Jerison is a Professor of Mathematics at the Massachusetts Institute of Technology (MIT), where he conducts research in Fourier analysis and partial differential equations. His work focuses primarily on free boundary problems and, more recently, on internal Diffusion Limited Aggregation (internal DLA), a stochastic growth model. He maintains an active research program with numerous publications in leading mathematical journals. Professor Jerison's research spans several interconnected areas of mathematical analysis. His primary interests include Fourier analysis and partial differential equations, with particular emphasis on free boundary problems. In recent years, he has expanded his research to include internal Diffusion Limited Aggregation, a stochastic growth model that has connections to probability theory and mathematical physics. His work often bridges geometric analysis, spectral theory, and probabilistic methods, demonstrating the deep connections between different branches of mathematics. Analysis of Professor Jerison's recent publications reveals a consistent focus on geometric aspects of partial differential equations, particularly free boundary problems. His research shows progression from classical PDE theory toward more stochastic and probabilistic approaches, as evidenced by his work on internal DLA. The publications demonstrate interdisciplinary connections between mathematical analysis, probability theory, and mathematical physics, with applications ranging from geometric measure theory to quantum mechanics. Professor Jerison is actively involved in teaching and mentoring at MIT. He has taught courses including Differential Equations (18.03), Fourier Analysis and Applications (18.103), and Differential Analysis (18.155). He also directs the Summer Program for Undergraduate Research (SPUR), which is exclusively for MIT undergraduates, and organizes the mathematics section of the Research Science Institute (RSI) for high school students. His teaching materials are available through MIT's Open Courseware platform, indicating his commitment to educational outreach and accessibility.
Dr. Baijian "Justin" Yang serves as the Associate Dean for Research at Purdue Polytechnic Institute and is a Professor in the Department of Computer and Information Technology at Purdue University. He earned his Ph.D. in Computer Science from Michigan State University, with Master's and Bachelor's degrees in Automation (EECS) from Tsinghua University. Dr. Yang has established himself as a leader in multiple interdisciplinary research domains. Dr. Yang's educational background includes: PhD in Computer Science, Michigan State University (2002) MS in Automation (EECS), Tsinghua University (1998) BS in Automation (EECS), Tsinghua University (1995) His research interests span multiple cutting-edge domains with practical applications: Cybersecurity : Developing novel approaches for threat intelligence, security education, and network defense Big Data : Creating innovative algorithms for dimension reduction, regression with categorical variables, and tensor decomposition Applied Machine Learning : Implementing AI solutions in healthcare, manufacturing, and forestry applications Digital Forestry : Using UAV imagery and remote sensing for forest management and tree species classification Dr. Yang's publication record demonstrates significant impact across multiple disciplines, with recent work focusing on spatial transcriptomics analysis (SiGra), delirium detection using limited-lead EEG, and visual localization technologies. His research bridges theoretical advances with practical applications in healthcare, manufacturing quality control, and environmental monitoring. The interdisciplinary nature of his work is evident in collaborations spanning computer science, healthcare, forestry, and manufacturing domains. His scientific achievements have been recognized with numerous awards: 2023 HRSA Building Bridges to Better Health Competition Winner (Phase 1) and 2nd place ($100,000 prize) in Phase 3 2023 Outstanding Faculty Award in Engagement, Department of Computer and Information Technology, Purdue University 2021 Leadership in Manufacturing Award, Manufacturing Times Digital (MxD) 2021 Good to Great Award, Purdue Polytechnic 2020 Outstanding Faculty Award in Discovery, Department of Computer and Information Technology 2019 University Faculty Scholars, Purdue University As an educator and mentor, Dr. Yang has advised numerous graduate students through their PhD and Master's research. His leadership extends to significant service roles including serving as Faculty Champion for the Holistic Safety and Security research impact area at Purdue Polytechnic from 2018 to 2021, board membership with ATMAE (2014-2016), and participation in the IEEE Cybersecurity Initiative Steering Committee (2015-2017). He holds valuable industry certifications including CISSP, MCSE, and Six Sigma Black Belt, demonstrating his commitment to bridging academic research with industry practice. Dr. Yang leads multiple research projects including "Digital Forestry" for developing tools to quantify forest function, "CHEESE" (Cyber Human Ecosystem of Engaged Security Education), and "CICI" (Supporting Controlled Unclassified Information with a Campus Awareness and Risk Management Framework). His work on "Applied Machine Learning" focuses on solving real-world problems, while his "Dimension Reduction and Memory Amnestic Big Data Regression" project innovates computational algorithms for large-scale data analysis.
Vladimir Spokoiny is a Professor at the Departments of Mathematics and Economics of the Humboldt University of Berlin and Head of the Research Group "Stochastic Algorithms and Nonparametric Statistics" at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) in Berlin, Germany. His research spans multiple areas of statistics, machine learning, and financial mathematics, with significant contributions to nonparametric statistics, high-dimensional data analysis, and statistical methods in finance. Spokoiny received his M.Sc. in applied mathematics from the Moscow Institute of Railway Engineering in 1981 and his Ph.D. in mathematics from Lomonosov Moscow State University in 1988. He completed his Habilitation at Humboldt University in 1996. His academic career includes positions at the All-Union Institute of Railway Transport in Moscow, the Institute for Information Transmission Problems in Moscow, and the Institute for Applied Analysis and Statistics in Berlin before joining the Weierstrass Institute and Humboldt University where he has been a professor since 2002. Spokoiny's research focuses on adaptive nonparametric smoothing and hypothesis testing, high dimensional data analysis, statistical methods in finance, image analysis with applications to medicine, classification, and nonlinear time series. His work often addresses the challenges of nonstationarity in time series data and develops innovative methods for volatility estimation and risk management. He has made significant contributions to the development of adaptive weights smoothing procedures, which have applications in image processing, community detection, and manifold learning. His recent work has expanded into high-dimensional statistics, Bayesian inference, and optimization methods for machine learning, with publications demonstrating novel approaches to Gaussian approximation, Laplace methods, and statistical inference in non-Euclidean spaces. Spokoiny has supervised numerous PhD students including Oliver Reiss, Danilo Mercurio, Ying Chen, Elmar Diederichs, and Mstislav Elagin, whose research has focused on mathematical finance, time series analysis, and statistical methods. He serves as an Associate Editor for The Annals of Statistics (since 2004) and Statistics and Decisions (since 2002), and has previously served on the editorial board of the Journal of Statistical Planning and Inference. His professional activities include reviewing for major statistical journals including Annals of Statistics, Bernoulli, Econometrica, and Journal of American Statistical Association, as well as reviewing grant proposals for the National Science Foundation (USA), German Research Foundation, and Netherlands Organisation for Scientific Research. Spokoiny is a member of several professional societies including the International Statistical Institute, American Statistical Association, Institute of Mathematical Statistics, and Bernoulli Society. He is fluent in Russian (mother tongue), English, and German, and has good knowledge of French. His research group at WIAS focuses on developing novel statistical methodologies with applications across various scientific domains, particularly emphasizing adaptivity and robustness in complex data environments. The group's work has significant implications for financial risk management, medical imaging, and machine learning applications, with recent publications addressing fundamental questions in high-dimensional statistics and nonparametric inference.
