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. I completed my PhD at DPMMS and Trinity College at the University of Cambridge in 2020. My PhD advisor was Prof Richard Nickl.
You can find my PhD thesis titled "Statistical inference and computational guarantees in elliptic PDE models" here.
My current research focuses on developing mathematical guarantees for various statistical procedures used in complex data-driven models, such as models involving partial differential equations.
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. I completed my PhD at DPMMS and Trinity College at the University of Cambridge in 2020. My PhD advisor was Prof Richard Nickl.
You can find my PhD thesis titled "Statistical inference and computational guarantees in elliptic PDE models" here.
My current research focuses on developing mathematical guarantees for various statistical procedures used in complex data-driven models, such as models involving 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 - 2020: 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)
2015 - 2016: Part III in Mathematics at Trinity College, University of Cambridge (with distinction)
2012 - 2015: BSc in Mathematics at LMU Munich (with distinction)
Talks and activities
2021/01: Invited talk at WIAS, Berlin
2020/10: Invited talk at Statistics Colloquium, University of Chicago
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
2019/11: Invited talk at CREST, Paris
2019/10: Invited talk at University of Sussex, Brighton
2019/05: Contributed talk at Bayesian Nonparametrics Conference, Oxford
2020/10: Invited talk at Statistics Colloquium, University of Chicago
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
2019/11: 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.
