Email: svenwang [at] mit.edu
Office E17-404
MIT Institute for Data, Systems and Society
77 Massachusetts Avenue
Cambridge, MA 02139
I am a postdoctoral researcher at IDSS at MIT, mentored by Youssef Marzouk. Prior to this, I got my PhD from the University of Cambridge in 2021, where I was member of DPMMS and Trinity College. My advisor was Richard Nickl. Before this, I obtained my Bachelor's degree in Mathematics at LMU Munich and my Master's degree (Part III) at Trinity College, Cambridge.
My work focuses on developing mathematical foundations for inference procedures and algorithms in high- and infinite-dimensional statistical models. Current interests include:
Here's my CV.
Office E17-404
MIT Institute for Data, Systems and Society
77 Massachusetts Avenue
Cambridge, MA 02139
I am a postdoctoral researcher at IDSS at MIT, mentored by Youssef Marzouk. Prior to this, I got my PhD from the University of Cambridge in 2021, where I was member of DPMMS and Trinity College. My advisor was Richard Nickl. Before this, I obtained my Bachelor's degree in Mathematics at LMU Munich and my Master's degree (Part III) at Trinity College, Cambridge.
My work focuses on developing mathematical foundations for inference procedures and algorithms in high- and infinite-dimensional statistical models. Current interests include:
- Frequentist analysis of Bayes methods
- Computational guarantees for MCMC and optimization
- Transport-based algorithms
- Statistical models with PDE and non-linear inverse problems
Here's my CV.
Publications / preprints
[6] Minimax density estimation via triangular transport (with Y. Marzouk, in preparation).
[5] Laplace priors and spatial inhomogeneity in Bayesian inverse problems (with S. Agapiou). arXiv preprint (2021).
[4] Statistical inference and computation in PDE models. PhD thesis, University of Cambridge (2021).
[3] On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms (with R. Nickl). 70pp, to appear in Journal of the European Mathematical Society.
[2] Convergence rates for Penalised Least Squares estimators in PDE-constrained regression problems (with R. Nickl and S. van de Geer). SIAM/ASA Journal of Uncertainty Quantification 8 (2020) 374-413.
[1] The nonparametric LAN expansion for discretely observed diffusions. Electronic Journal of Statistics 13 (2019) 1329-1358.
[5] Laplace priors and spatial inhomogeneity in Bayesian inverse problems (with S. Agapiou). arXiv preprint (2021).
[4] Statistical inference and computation in PDE models. PhD thesis, University of Cambridge (2021).
[3] On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms (with R. Nickl). 70pp, to appear in Journal of the European Mathematical Society.
[2] Convergence rates for Penalised Least Squares estimators in PDE-constrained regression problems (with R. Nickl and S. van de Geer). SIAM/ASA Journal of Uncertainty Quantification 8 (2020) 374-413.
[1] The nonparametric LAN expansion for discretely observed diffusions. Electronic Journal of Statistics 13 (2019) 1329-1358.
Invited conference talks (upcoming & past):
ESI Vienna workshop "Statistical estimation and deep learning in UQ for PDEs" (2022/05, link to program)
AMS Sectional meeting (2022/05, link to program)
BNP workshop Cyprus (2022/04, link to program)
Oberwolfach "Data Assimilation -- Mathematical Foundation and Applications" (2022/02)
BANFF "Statistical Aspects of Non-Linear Inverse Problems" (link to video)
Oberwolfach "Foundations of Bayesian Inference for Complex Statistical Models"
DPMMS Cambridge workshop "Mathematical and Statistical challenges in Uncertainty Quantification" (link to video)
Selected seminar talks: UMass Amherst (2022/03); WIAS, Berlin (2021/01, 2020/01); University of Chicago (2020/10); ETH Zurich YDSSZ seminar (2020/07); Caltech (2020/01); CREST Paris (2019/11); U of Sussex (2019/10)
ESI Vienna workshop "Statistical estimation and deep learning in UQ for PDEs" (2022/05, link to program)
AMS Sectional meeting (2022/05, link to program)
BNP workshop Cyprus (2022/04, link to program)
Oberwolfach "Data Assimilation -- Mathematical Foundation and Applications" (2022/02)
BANFF "Statistical Aspects of Non-Linear Inverse Problems" (link to video)
Oberwolfach "Foundations of Bayesian Inference for Complex Statistical Models"
DPMMS Cambridge workshop "Mathematical and Statistical challenges in Uncertainty Quantification" (link to video)
Selected seminar talks: UMass Amherst (2022/03); WIAS, Berlin (2021/01, 2020/01); University of Chicago (2020/10); ETH Zurich YDSSZ seminar (2020/07); Caltech (2020/01); CREST Paris (2019/11); U of Sussex (2019/10)
Music & Miscellanea
I love playing piano, singing and composing music. Some groups I've been lucky to be part of:
I also love being outdoors.
- Munich Bach choir
- Cambridge's Pembroke lieder scheme, where I studied with Joseph Middleton
- MIT Chamber Music Society
- Kammermusikkreis Unterwachingen
- Michael Schopper, my most wonderful mentor and singing teacher
- Here is me playing some late Schubert in 2019, recorded in Trinity College Chapel
I also love being outdoors.
- In 2015, I biked through 22 European countries for 6 months (with my very good friend Niklas from Berlin). We paired our trip with a fundraising project towards medical care for refugees from the war in Syria, which has completely disappeared from the news but is unfortunately still timely.
- In 2012, my friend Nick came up with the glorious idea of hiking across the alps with a donkey (named Thomas) from our German hometown Aschaffenburg to the Mediterranean Sea in Italy. It was truly life-changing for 16-year-old me. Thomas had a solar panel on his back, and we funded our trip by playing the accordion in the streets. We were (unintentionally) discovered by the Italian media -- they must have had a summer drought of stories to report about.
