Image of Yifan Chen
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, starting from Septermber 2023. I received my Ph.D. at 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 in applied and computational mathematics, particularly in analysis and algorithms for heterogeneous or high-dimensional computation and inference problems in PDEs, statistics, and data science. Methodologically, I work on and draw insights from topics in multiscale and randomized algorithms, dynamical and stochastic sampling, and Gaussian process and kernel methods.

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 ''Provable Probabilistic Imaging using Score-Based Generative Priors'', Oct 2023 [arXiv]
  • New preprint on ''Sampling via Gradient Flows in the Space of Probability Measures'', Oct 2023 [arXiv] [Slide]