Dr. Yifan Chen

Biography

Yifan Chen is an Assistant Professor in the Department of Mathematics at the University of California, Los Angeles (UCLA), affiliated with UCLA DataX. He obtained his Ph.D. from the California Institute of Technology, where he worked under the guidance of Professors Thomas Y. Hou and Houman Owhadi. His undergraduate degree was a Bachelor of Science in Pure Applied Mathematics from Tsinghua University. His research interests lie at the intersection of applied computational mathematics, applied probability, and machine learning. He is motivated by mathematical and computational problems arising from scientific computing and data science applications, particularly in high-dimensional and ill-conditioned contexts that involve heterogeneous multiscale phenomena. His work focuses on developing stochastic methodologies and efficient algorithms for various applications, including uncertainty quantification and generative modeling in generative AI. He has also contributed to improving the dimensional scaling of unbiased ensemble samplers and the application of variational inference methods for gradient flows. His research includes quantitative methods in probabilistic forecasting and the use of generative diffusion models for posterior sampling in applications like black hole imaging. Publications explore new algorithms for solving partial differential equations (PDEs) in the physical sciences and emphasize the importance of multiscale methods for accurate and efficient computational solutions.

Research Interests