I am a postdoc researcher at Department of Computing + Mathematical Sciences, California Institute of Technology. I am currently working on uncertainty quantification (UQ) of PDE models with Prof. Andrew Stuart and Prof. Mark Girolami. The focus is Bayesian inference scalable for big data and large dimensions.

I obtained my Ph.D of Statistics at Department of Statistics, University of California, Irvine in December 2013. My Ph.D research is on applying geometry to Bayesian computations. After graduation, I went to University of Warwick for a postdoc for 2 years. I am now working on a UQ project Enabling Quantification of Uncertainty in Physical Systems (EQUiPS).



B.S. Math                        2005

Nanjing University       Nanjing

M.S Math                        2010

University of California, Irvine

Ph.D Stats                      2013

University of California, Irvine

Curriculum vitae

Updated 11-15-2016


Annenberg Center IST #338

Department of CMS, CalTech

1200 E. California Blvd. MS 305-16

Pasadena CA 91125-2100




About Me


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Scalable Bayesian inference methods for problems of big data/large dimensions, particularly Markov Chain Monte Carlo (MCMC) methods, variational Bayes, and their geometric variants.

Bayesian inverse problems.

Bayesian nonparametric modeling.

Research Interest

Feb. 27 - Mar. 3 SIAM CSE 2017, Atlanta, Georgia

    Mar. 1 Talk

Mar. 27 - Mar. 31 EQUiPS Meeting, UT-Austin, Texas