I am a Courant instructor in Courant Institute, New York University. 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 at the intersection of applied and computational mathematics, applied probability, and statistics. I am interested in mathematical foundations for probabilistic machine learning and scientific computing. I work on analysis and development of multiscale/stochastic/randomized algorithms for PDEs, inverse problems, numerical linear algebra, sampling, and generative modeling.

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]