Pembrolizumab + Chemotherapy in Newly Diagnosed PCNSL

This research study is studying if the investigational drug, Pembrolizumab, in combination with chemotherapy helps primary central nervous system lymphoma with acceptable side effects. This research study involves a combination of the below drugs: * Pembrolizumab (a type of monoclonal antibody) * Methotrexate (a type of anti-metabolite) * Temozolomide (a type of alkylating agent) * Rituximab (a type of antibody)

Inclusion Criteria: * Subjects with pathologically confirmed newly diagnosed primary CNS diffuse large B-cell lymphoma (DLBCL) confirmed by one of the following: * Brain biopsy or resection * Cerebrospinal fluid * Vitreous fluid * Participants must not have any evidence or history of DLBCL outside of the CNS. Participants with prior history of isolated intraocular lymphoma (primary vitreoretinal lymphoma/PVRL) who have received only local therapy are allowed. * Participants must not have received any systemic chemotherapy or whole brain radiation therapy directed to PCNSL. * Age ≥18 years. * ECOG performance status ≤2 (Karnofsky ≥70% will be considered if related to PCNSL, see Appendix A). * Participants must have adequate organ function as defined below. * Hematology * Absolute neutrophil count (ANC) ≥1000/µL * Platelets ≥100 000/µL * Hemoglobin ≥9.0 g/dL or ≥5.6 mmol/L (Criteria must be met without erythropoietin dependency and without packed red blood cell (pRBC) transfusion within last 2 weeks) * Renal \-- Creatinine ≤1.5 x ULN OR Measured or calculated creatinine clearance ≥40 mL/min for participant with creatinine levels \>1.5 × institutional ULN (Creatinine clearance (CrCl) should be calculated per institutional standard.) * Hepatic * Total bilirubin ≤1.5 x ULN OR direct bilirubin ≤ULN for participants with total bilirubin levels \>1.5 x ULN * AST (SGOT) and ALT (SGPT) ≤2.5 × ULN (≤5 × ULN for participants with liver metastases) * Coagulation --International normalized ratio (INR) OR prothrombin time (PT) and activated partial thromboplastin time (aPTT) ≤1.5 × ULN unless participant is receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of intended use of anticoagulants * Participants must have negative HIV serology. * Participants must have no history of organ transplantation or ongoing immunosuppressant therapy. * Women of child-bearing potential (WOCBP), defined as all women physiologically capable of becoming pregnant, must have a negative serum pregnancy within 72 hours prior to registration. * Women in the following categories are not considered WOCBP: * Premenarchal * Premenopausal female with 1 of the following: * Documented hysterectomy * Documented bilateral salpingectomy * Documented bilateral oophorectomy * Note: Documentation can come from the site personnel's review of the participant's medical records, medical examination, or medical history interview. * Post-menopausal female is defined as no menses for 12 months without an alternative medical cause. * A high follicle stimulating hormone (FSH) level in the postmenopausal range may be used to confirm a postmenopausal state in women not using hormonal contraception or hormonal replacement therapy (HRT). However, in the absence of 12 months of amenorrhea, confirmation with two FSH measurements in the postmenopausal range is required. * Females on HRT and whose menopausal status is in doubt will be required to use one of the non-hormonal highly effective contraception methods if they wish to continue their HRT during the study. Otherwise, they must discontinue HRT to allow confirmation of postmenopausal status before study enrollment. * Women of child-bearing potential (WOCBP; see definition above), must agree to use a highly effective method of contraception consistently and correctly as described below during study treatment and for 120 days after study discontinuation. * 1\. Highly Effective Contraceptive Methods That Are User Dependent (Failure rate of \< 1% per year when used consistently and correctly.) * a. Combined (estrogen- and progestogen- containing) hormonal contraception * i. Oral * ii. Intravaginal * iii. Transdermal * iv. Injectable * b. Progestogen-only hormonal contraception b, c * i. Oral * ii. Injectable * 2\. Highly Effective Methods That Have Low User Dependency (Failure rate of \8%. * Unable to swallow capsules or disease significantly affecting gastrointestinal function, such as malabsorption syndrome, resection of the stomach or small bowel, or complete bowel obstruction. * Enzyme-inducing antiepileptic drugs (EIAED) need to be discontinued and switched to a non-EIAED 2 weeks prior to starting on trial drugs * Has a known history of Hepatitis B (defined as Hepatitis B surface antigen \[HBsAg\] reactive) or known active Hepatitis C virus (defined as HCV RNA \[qualitative\] is detected) infection. * Has a known history of active TB (Bacillus Tuberculosis) * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) * Patients who have undergone prior allogeneic stem cell transplant * Patients who have large pleural effusions, ascites or full body edema * Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial * Is pregnant or breastfeeding or expecting to conceive or father children within the projected duration of the study, starting with the screening visit through 120 days after the last dose of trial treatment