Rice hosts Seminar on Stochastic Processes

Researchers from around the globe joined the premier conference on stochastic processes in North America.

Seminar on Stochastic Processes

Some 150 scholars in mathematics, statistics and related disciplines, mostly doctoral students and postdocs from across the U.S., came to Rice to attend the annual Seminar on Stochastic Processes (SSP), a conference series sponsored by the Institute of Mathematical Sciences.

“This was a pretty hardcore crowd. They came to hear about research in stochastic processes and other aspects of probability theory and its applications,” said Frederi Viens, professor of statistics (STAT) and one of the event’s organizers who has served as conference moderator since 2017.

Held annually since 1981 and rotating among various universities, the seminar took place March 13-16 in Duncan Hall on the Rice campus. Envisioned by its founders as a North American analogue of the Séminaire des probabilités, which started in Strasbourg, France, in the 1960s, SSP is the premier conference on stochastic processes in North America.

“The seminar is about the students and early-career researchers. Some are interested in finance or business, or genetics and evolution, or health and medicine. Many are looking to learn more about the theory of stochastic processes. It gives them an opportunity to network and make connections,” said Guodong Pang, professor of computational applied mathematics and operations research (CMOR) at Rice, and another of the event’s organizers.

Featured were some 35 lightning talks by researchers from many countries, including Australia, Thailand and Hong Kong, coupled with 40 poster presentations.

As part of a tradition at SSP, the conference featured two sessions in which participants were free to present ongoing problems on the blackboard and open them to discussion among participants. The SSP also featured a panel session for early-career researchers. Five academics working in various aspects of stochastic processes took questions from participants about how to prepare for academic success.

Kathy Ensor, Noah G. Harding Professor of Statistics at Rice, was a member of the SSP scientific committee. She is past president of the American Statistical Association and director of Rice’s Center for Computational Finance and Economic Systems. Also serving on the committee were Marek Kimmel, professor of STAT at Rice, and Robert Azencott, professor of mathematics at the University of Houston. The conference included tutorial lectures by invited speakers:

Tom Hutchcroft, professor of mathematics at the California Institute of Technology; Étienne Pardoux, professor of mathematics at Aix-Marseille University, France; Sebastien Roch, professor of mathematics, at the University of Wisconsin, Madison; Perla Sousi, professor of pure maths and mathematical statistics at the University of Cambridge; Ludovic Tangpi, assistant professor of operations research and financial engineering at Princeton University; Yilin Wang, junior professor of mathematics at the Institut des Hautes Etudes Scientifiques in Bures-sur-Yvette, France.

The conference was supported by the Rice departments of CMOR and STAT, and the Creative Ventures fund at Rice.