I'm excited to announce that Caltech will be starting a new Ph.D. option next year, called the Computing and Mathematical Sciences (CMS) option. This program will emphasize data-intensive algorithmic thinking, broadly construed. Students will study topics such as optimization, statistics, machine learning, economics, privacy, network science, and optimal control. Students will also be expected to perform cross-cutting research applied to various scientific disciplines such as geology, chemistry, biology, and astronomy.
This program is similar in spirit to many other interdisciplinary "data science" and "systems science & engineering" programs now popping up in universities around the world. One distinguishing feature of the Caltech program is that there will be a very heavy emphasis on the mathematical foundations as well as a close collaboration with scientists (which is possible due to Caltech's small size). Students who find themselves conflicted between computer science, economics, and engineering should find this program particularly appealing. We hope this program will help bring about a unification of the mathematical foundations underpinning the many data-intensive science and engineering problems that we face today.
See this post by Adam Wierman for more details. Special thanks to Adam, Katrina Ligett, Venkat Chandrasekaran, and Joel Tropp for doing all the heavy-lifting to make this program happen.