Jan Sickmann HesthavenProf. Hesthaven received an M.Sc. in computational physics from the Technical University of Denmark (DTU) in August 1991. During the studies, the last 6 months of 1989 was spend at JET, the european fusion laboratory in Culham, UK. Following graduation, he was awarded a 3 year fellowship to begin work towards a Ph.D. at Riso National Laboratory in the Department of Optics and Fluid Dynamics. During the 3 years of study, the academic year of 1993-1994 was spend in the Division of Applied Mathematics at Brown University and three 3 months during the summer of 1994 in Department of Mathematics and Statistics at University of New Mexico. In August 1995, he recieved a Ph.D. in Numerical Analysis from the Institute of Mathematical Modelling (DTU). Following graduation in August 1995, he was awarded an NSF Postdoctoral Fellowship in Advanced Scientific Computing and was approinted Visiting Assistant Professor in the Division of Applied Mathematics at Brown University. In December of 1996, he was appointed consultant to the Institute of Computer Applications in Science and Engineering(ICASE) at NASA Langley Research Center (NASA LaRC). As of July 1999, he was appointed Assistant Professor of Applied Mathematics, in September 2000 he was awarded an Alfred P. Sloan Fellowship, as of July 2001 he was awarded a Manning Assistant Professorship, and in March 2002, he was awarded an NSF Career Award. In January 2003, he was promoted to Associate Professor of Applied Mathematics with tenure and in May 2004 he was awarded Philip J. Bray Award for Excellence in Teaching in the Sciences (the highest award given for teaching excellence in all sciences at Brown University). He was promoted to Professor of Applied Mathematics as of July 2005. From October 2006 to June 2013, he was the Founding Director of the Center for Computation and Visualization (CCV) at Brown University. As of October 2007, he holds the (honorary) title of Professor (Adjunct) at the Technical University of Denmark. In November 2009, he successfully defended his dr.techn thesis at the Technical University of Denmark and was rewarded the degree of Doctor Technices -- the highest academic distinction awarded based on ... substantial and lasting contributions that has helped to move the research area forward and penetrated into applications. As grant Co-PI he served from Aug 2010 to June 2013 as Deputy Director of the Institute of Computational and Experimental Research in Mathematics (ICERM), the newest NSF Mathematical Sciences Research Institute. After having spend his entire academic career at Brown University, Prof Hesthaven decided to pursue new challenges and joined the Mathematics Institute of Computational Science and Engineering (MATHICSE) at Ecole Polytechnique Fédérale de Lausanne (EPFL) in Switzerland in July 2013. In March 2014 he was elected SIAM Fellow for contributions to high-order methods for partial differential equations.
Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Lénaïc ChizatEnseignement et PhD Doctorant·es actuel·les Javier Esteban Maass Martinez A dirigé les thèses EPFL de Guillaume Yitian Wang Cours Computational optimal transport MATH-528 Aspects computationnels de la théorie du transport de mesures, du problème classique du transport optimal classique au modèles de diffusion modernes. Topics in machine learning MATH-520 Analyse mathématique des techniques modernes d'apprentissage supervisé, avec une emphase sur les réseaux de neurones arti
Lenka ZdeborováLenka Zdeborová is a Professor of Physics and of Computer Science in École Polytechnique Fédérale de Lausanne where she leads the Statistical Physics of Computation Laboratory. She received a PhD in physics from University Paris-Sud and from Charles University in Prague in 2008. She spent two years in the Los Alamos National Laboratory as the Director's Postdoctoral Fellow. Between 2010 and 2020 she was a researcher at CNRS working in the Institute of Theoretical Physics in CEA Saclay, France. In 2014, she was awarded the CNRS bronze medal, in 2016 Philippe Meyer prize in theoretical physics and an ERC Starting Grant, in 2018 the Irène Joliot-Curie prize, in 2021 the Gibbs lectureship of AMS. She is an editorial board member for Journal of Physics A, Physical Review E, Physical Review X, SIMODS, Machine Learning: Science and Technology, and Information and Inference. Lenka's expertise is in applications of concepts from statistical physics, such as advanced mean field methods, replica method and related message-passing algorithms, to problems in machine learning, signal processing, inference and optimization. She enjoys erasing the boundaries between theoretical physics, mathematics and computer science.
Nicolas Henri Bernard FlammarionNicolas Flammarion is a tenure-track assistant professor in computer science at EPFL. Prior to that, he was a postdoctoral fellow at UC Berkeley, hosted by Michael I. Jordan. He received his PhD in 2017 from Ecole Normale Superieure in Paris, where he was advised by Alexandre d’Aspremont and Francis Bach. In 2018 he received the prize of the Fondation Mathematique Jacques Hadamard for the best PhD thesis in the field of optimization. His research focuses primarily on learning problems at the interface of machine learning, statistics and optimization.
Volkan CevherVolkan Cevher received the B.Sc. (valedictorian) in electrical engineering from Bilkent University in Ankara, Turkey, in 1999 and the Ph.D. in electrical and computer engineering from the Georgia Institute of Technology in Atlanta, GA in 2005. He was a Research Scientist with the University of Maryland, College Park from 2006-2007 and also with Rice University in Houston, TX, from 2008-2009. Currently, he is an Associate Professor at the Swiss Federal Institute of Technology Lausanne and a Faculty Fellow in the Electrical and Computer Engineering Department at Rice University. His research interests include machine learning, signal processing theory, optimization theory and methods, and information theory. Dr. Cevher is an ELLIS fellow and was the recipient of the Google Faculty Research award in 2018, the IEEE Signal Processing Society Best Paper Award in 2016, a Best Paper Award at CAMSAP in 2015, a Best Paper Award at SPARS in 2009, and an ERC CG in 2016 as well as an ERC StG in 2011.
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