Applied Mathematics |
Office: Warren Weaver Hall 525 |
Email: yifan.chen@nyu.edu |
Programming: Julia, Python, MATLAB, LaTeX |
I am a Courant instructor in Courant Institute, New York University, sponsored partly by Profs. Benjamin Peherstorfer and Eric Vanden-Eijnden. I received my Ph.D. at Caltech under the guidance of Profs. Thomas Y. Hou, Houman Owhadi and Andrew M. Stuart. I obtained my B.S. in Pure and Applied Mathematics at Tsinghua University.
My research lies in the intersection of applied and computational mathematics, applied probability and statistics. I am interested in analysis and algorithms for high-dimensional statistical and computational problems in physics and data science, with a focus on partial differential equations, multiscale and statistical numerical methods and Bayesian inference. My recent work focuses on the sampling and learning of high dimensional probability distributions for scientific computing and machine learning.
Check out my Research Page and Google Scholar for more details. Feel free to reach out by email if you share similar interest!
News
- New preprint on ''Convergence of Unadjusted Langevin in High Dimensions: Delocalization of Bias'', 2024 [arXiv]
- New preprint on ''Fisher-Rao Gradient Flow: Geodesic Convexity and Functional Inequalities'', 2024 [arXiv]
- "Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes" published in Mathematics of Computation, 2024 [Journal][Code] [Slide]