2017-2018 ANNUAL REPORT S U M M a R Y
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2017-2018 ANNUAL REPORT S UMMARY Presentation 1 Thematic Program 2 50th Anniversary Program 10 Aisenstadt Chair 18 Summer Schools 20 Other activities 22 “Grandes Conférences du CRM” 30 Laboratories 36 CRM Prizes 50 Education 54 Partnerships 58 CRM Publications 60 CRM Committees 61 The CRM in numbers 62 P RE S ENTATION The year 2017–2018 is a very special one in the history (organized to a large of the Centre de recherches mathématiques because extent by Jacques Hurtubise), it marks the beginning of a brilliant scientific program the Eighth Montreal Industrial Problem celebrating the 50th anniversary of the CRM. The scien- Solving Workshop (organized by Odile Marcotte tific program consists of 20 thematic periods (generally and Stéphane Rouillon), and four “Grandes Conférences lasting one month) focused on diverse mathematical areas. du CRM” (organized by Christiane Rousseau and Yvan These periods were proposed by many enthusiastic Saint-Aubin). Finally I would like to mention that an inter- CRM members and coordinated by Louigi Addario-Berry; national workshop on quantum mechanics was held in I thank them all for their efforts. The 50th anniversary June 2017 in Valladolid to honour Véronique Hussin, the program began in March 2018 with a lecture by new CRM Deputy Director for publications and commu- Professor Jean-Pierre Bourguignon and activities around nications: I thank her very much for having accepted this geometric analysis, including the Nirenberg Lectures position. delivered by Eugenia Malinnikova. In 2017–2018 the The CRM is especially proud of having received, on th 50 anniversary program also included thematic periods March 27, 2017, a five-year grant from the Simons on the mathematics of machine learning (from April 14 Foundation. This is a first for a Canadian mathematics to May 11, 2018) and probability in number theory (from institute and the grant allowed the CRM to host resear- May 14 to June 8, 2018). Thematic periods will continue chers associated with the thematic semester on risk in until November 2019, a month dedicated to mathemati- complex systems or thematic periods within the 50th cal physiology. anniversary program. The grant was also used to host The 50th anniversary program was preceded by a researchers collaborating with members of CRM labora- thematic semester on risk in complex systems (from tories: there were two such researchers in 2017 and August to December 2017) organized by four professors 11 in 2018. Most Simons CRM Scholars-in-Residence from McGill (Christian Genest, Erica Moodie, Johanna are mentioned in the relevant sections of this report. Nešlehová, and David Stephens), two professors from The activities of 2017–2018 were made possible through HEC Montréal (Debbie Dupuis and Bruno Rémillard), the financial support of several institutions: the FRQNT and a professor from the University of Waterloo (Ruodu (Government of Québec), NSERC (Government of Cana- Wang). I thank them warmly for their work, which also da), the Conseil national de la recherche scientifique included the organization of lectures by Aisenstadt Chair- (especially the Unité Mixte Internationale hosted by the holders Claudia Klüppelberg and Alexander McNeil. CRM and led by Emmanuel Giroux), the National Science I can mention here only a few of the activities that took Foundation of the United States, and the Simons Foundation. place in 2017–2018: three summer schools, two work- I am grateful to all of them: their generosity enables the shops in honour of CRM members (Jacques Hurtubise, CRM to exert an ever increasing influence on the develop- director of the CRM from 1999 to 2003, and Thomas ment of mathematics in Canada and in the world. 1 Ransford), the MAIN conference on artificial intelli- gence and neuroscience that welcomed 242 students and researchers (with 100 persons on a waiting list!), the Second Mathematical Congress of the Americas Luc Vinet Director of the CRM June 2019 Fonds de recherche sur la nature et les technologies www.crm.math.ca/Risk2017 THEMATIC SEMESTER RISK IN COMPLEX SYSTEMS T HEMATIC MODELS, APPLICATIONS, PERCEPTIONS, AND POLICY IMPLICATIONS : www.neograf.ca Design Graphic P ROGRAM Thematic programs bring together hundreds of resear- chers from around the world who work on specific themes at the cutting edge of mathematical research. AUGUST – DECEMBER 2017 They take part in workshops, conferences, mini-courses, Centre de recherches mathématiques or schools. A thematic program usually lasts between Montréal, Canada four months and one year. It may include extended stays of visiting researchers at the CRM, as well as lectures Hazards inherent to complex interconnected systems can lead to disasters of epic proportions with untold environmental, economic LOCAL ORGANIZING COMMITTEE WORKSHOPS given by Aisenstadt Chairholders. and social consequences. The identification, quantification, prediction, control, and mitigation of risk factors is thus essential to Christian Genest, Chair (McGill University) Environmental Risk Modeling ensure individual protection and system integrity while promoting sustainable development. Debbie J. Dupuis (HEC Montréal) and Extreme Events Erica Moodie (McGill University) August 28 – 31, 2017 Johanna G. Nešlehová (McGill University) Risk in Complex Systems — This thematic program seeks to promote the study and use of stochastic models and statistical inference techniques that are relevant Organizers: Bruno Rémillard (HEC Montréal) Anthony C. Davison (École polytechnique fédérale de Lausanne) for an enhanced understanding of the interplay between risk factors and their potentially catastrophic effects on dynamic systems. David A. Stephens (McGill University) Debbie J. Dupuis (HEC Montréal) Models, Applications, Perceptions, Dependence models, extreme-value theory and time series analysis form the methodological backbone of quantitative risk Ruodu Wang (University of Waterloo) Francis W. Zwiers (Pacific Climate Impacts Consortium, Victoria, BC) and Policy Implications management. Many important current issues will be considered, including the development of models for extreme events and INTERNATIONAL SCIENTIFIC COMMITTEE Risk Measurement and Regulatory Issues large collections of variables, risk aggregation and model validation through expert use, the assessment and control of systemic Carole Bernard (Grenoble School of Management) The workshops were designed to foster interac- Rama Cont (Imperial College London) in Business August–December 2017 risk, and risk propagation in epidemiology, finance, power networks, computer systems, etc. Michel Dacorogna (DEAR-Consulting, Switzerland) September 11 – 14, 2017 tions among probabilists, statisticians, econome- Anthony C. Davison (École polytechnique fédérale de Lausanne) Organizers: Hazards inherent to complex interconnected systems The workshops are designed to foster interactions among probabilists, statisticians, econometricians, regulators, and risk modelers Anne-Laure Fougères (Université Claude-Bernard, Lyon) Carole Bernard (Grenoble School of Management) tricians, regulators, and risk modellers in finance,in finance, insurance, hydrology, as well as in the health, climate, and environmental sciences. They will bring together researchers Paul Glasserman (Columbia University) Michel Dacorogna (DEAR-Consulting, Switzerland) can lead to disasters of epic proportions with untold Daniel J. Graham (Imperial College London) Steven Vanduffel (Vrije Universiteit Brussel) insurance, hydrology, as well as in the health, and practitioners from these various areas and will present an excellent opportunity to take stock of recent developments, identify Nicholas P. Jewell (University of California at Berkeley) Ruodu Wang (University of Waterloo) environmental, economic, and social consequences. new challenges and initiate fruitful collaborations. Matthias Scherer (Technische Universität München) climate, and environmental sciences. They brought Steven Vanduffel (Vrije Universiteit Brussel) Measurement and Control of Systemic Risk The identification, quantification, prediction, control, and A week-long school based on the bestseller “Quantitative Risk Management: Concepts, Techniques and Tools” by McNeil, Frey Francis W. Zwiers (Pacific Climate Impacts Consortium, Victoria, BC) September 25 – 28, 2017 together researchers and practitioners from these Organizers: mitigation of risk factors is thus essential to ensure indi- and Embrechts (Princeton University Press, 2015) will precede the workshops and provide young investigators and professionals AISENSTADT CHAIRS Rama Cont (Imperial College London) various areas and presented an excellent opportunity to Claudia Klüppelberg (Technische Universität München) vidual protection and system integrity while promoting alike with a hands-on introduction to this rapidly growing field. Paul Glasserman (Columbia University) take stock of recent developments, identify new chal- August – September 2017 Bruno Rémillard (HEC Montréal) sustainable development. lenges, and initiate fruitful collaborations. A week-long Alexander J. McNeil (University of York) Dependence Modeling Tools for Risk Management September – October 2017 October 2 – 5, 2017 This thematic program was seeking to promote the school was held before the workshops: it was based on Organizers: RELATED ACTIVITY Anne-Laure Fougères (Université Claude-Bernard, Lyon) study and use of stochastic models and statistical the bestseller Quantitative Risk Management: Concepts, Summer School in Quantitative Johanna G. Nešlehová (McGill University)