This REU (May 27 to July 3rd) is a fully funded opportunity for undergraduates students and focuses on mathematical aspects of problems encountered when sampling from probability distributions in high dimensions. Such problems arise often in many applications ranging from molecular dynamics to machine learning and image generation. The goal of this REU is to to study, analyze and develop algorithms that are useful when sampling from high dimensional distributions.

This program is designed for mathematical/analytically inclined students, and preference will be given to students with a strong background probability. We aim to admit about 6 students, who will be divided into two teams and work with the faculty member Gautam Iyer, and a graduate student. Each team will produce a report, and a presentation at the end of the program. If suitable, the report will be converted into a paper for submission to a peer-reviewed journal, and selected participants will be given an opportunity to present their work in the Joint Mathematics Meetings.

More information can be found on the program website.

To be eligible for this program, candidates must be:

Admitted students will be paid a stipend and housed on CMU campus.

This REU is supported by the NSF award DMS 234234.