Peng Chen

Biography

Dr. Chen obtained his Bachelor degree in Mathematics and Applied Mathematics from Xi'an Jiaotong University in China, after which he moved to Switzerland for his Master degree in Mathematical Sciences and PhD degree in Computational Mathematics, both from EPFL. After spending a year at ETH Zurich to conduct postdoc research, he joined the Oden Institute as a Research Associate and was promoted to a Research Scientist.

Dr. Chen's research interests are in the broad areas of numerical analysis, scientific computing, and machine learning. He has been working on developing and analyzing fast and scalable computational methods, e.g., model reduction, sparse approximation, low-rank tensor decomposition, for large-scale and high-dimensional stochastic problems. These methods have been developed in the fields of uncertainty quantification, stochastic optimization, Bayesian inference, optimal experimental design, etc., and applied in hemodynamics, turbulent combustion, metamaterials, underground water flow, epidemics, etc.