Email: sven.wang [at] statslab.cam.ac.uk
Office F0.07
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
United Kingdom
I am a fourth year PhD student at DPMMS and Trinity College at the University of Cambridge. My advisor is Prof Richard Nickl. In the academic year 2020/21, I will join IDSS at MIT as a postdoc.
My current research focuses around the mathematical theory for (non-linear) statistical inverse problems arising in the context of partial differential equations.
Office F0.07
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
United Kingdom
I am a fourth year PhD student at DPMMS and Trinity College at the University of Cambridge. My advisor is Prof Richard Nickl. In the academic year 2020/21, I will join IDSS at MIT as a postdoc.
My current research focuses around the mathematical theory for (non-linear) statistical inverse problems arising in the context of partial differential equations.
Publications
[3] On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms (with R. Nickl). arXiv preprint (2020).
[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.
[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.
Short CV (pdf)
2016 - now: PhD student at DPMMS and Trinity College, University of Cambridge (supervisor: Prof Richard Nickl)
2015 - 2016: Part III in Mathematics at Trinity College, University of Cambridge (with distinction)
2012 - 2015: BSc in Mathematics at LMU Munich (with distinction)
1995: Born in Frankfurt a. Main, Germany
2015 - 2016: Part III in Mathematics at Trinity College, University of Cambridge (with distinction)
2012 - 2015: BSc in Mathematics at LMU Munich (with distinction)
1995: Born in Frankfurt a. Main, Germany
Talks and activities
2020/07: Invited talk at online conference (link to talk) 'Mathematical and Statistical challenges in Uncertainty Quantification'
2020/07: Invited talk at YDSSZ, ETH Zurich
2020/01: Research visit at Caltech, Pasadena (Hosted by Prof Andrew Stuart)
2020/01: Invited talk at CMX seminar at Caltech, Pasadena
2020/01: Invited talk at WIAS, Berlin
2019/01: Invited talk at CREST, Paris
2019/10: Invited talk at University of Sussex, Brighton
2019/05: Contributed talk at Bayesian Nonparametrics Conference, Oxford
2020/07: Invited talk at YDSSZ, ETH Zurich
2020/01: Research visit at Caltech, Pasadena (Hosted by Prof Andrew Stuart)
2020/01: Invited talk at CMX seminar at Caltech, Pasadena
2020/01: Invited talk at WIAS, Berlin
2019/01: Invited talk at CREST, Paris
2019/10: Invited talk at University of Sussex, Brighton
2019/05: Contributed talk at Bayesian Nonparametrics Conference, Oxford
Other
I actively play piano and chamber music, and love spending time outdoors.
- Claudio Abbado
- Schubert, Bach
- Kammermusikkreis Unterwachingen
- Cycling for Syria, a 6 month charity bike tour I did back in 2015.
- Claudio Abbado
- Schubert, Bach
- Kammermusikkreis Unterwachingen
- Cycling for Syria, a 6 month charity bike tour I did back in 2015.
