Sven Wang
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Email:  svenwang [at] mit.edu
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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.
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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
I am also interested in (and new to) the mathematical/statistical theory of democracy. If you are working in this field, or interested in it, I'd love to chat.

​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).
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[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.
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[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)

Music & Miscellanea

I love playing piano, singing and composing music. Some groups I've been lucky to be part of:
  • 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.
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