SHIWEI        LAN

 
 

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.

I am now working on Bayesian UQ for complicated systems.

 

Education




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 04-05-2017


office




Annenberg Center IST #338

Department of CMS, CalTech

1200 E. California Blvd. MS 305-16

Pasadena CA 91125-2100

USA



email






 

About Me

CMS

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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


 

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