
Applied Mathematics |
Office: MS 7304 |
Email: yifanchen@math.ucla.edu |
Programming: Julia, Python, MATLAB |
I am an Assistant Professor in the Department of Mathematics at UCLA. I was previously a Courant Instructor at the Courant Institute, New York University from 2023-2025. I received my Ph.D. from Caltech working with 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 probabilistic modeling, inference, and PDEs in scientific computing and data science. I work on the analysis and development of multiscale, stochastic, and randomized algorithms for differential equations, inverse problems, and numerical linear algebra. My recent work focuses on efficient sampling algorithms 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 ''New Affine Invariant Ensemble Samplers and Their Dimensional Scaling'', 2025 [arXiv]
- 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]