Jiaheng Chen

Hi! I am a third-year Ph.D. student in Computational and Applied Mathematics at the University of Chicago, where I am fortunate to be advised by Professor Daniel Sanz-Alonso. In 2022, I received my B.S. in Mathematics and Applied Mathematics from Zhiyuan College at Shanghai Jiao Tong University.

My research lies at the interface of applied and computational mathematics, statistics, and data science. A central theme of my work is integrating probabilistic analysis with statistical, learning, and algorithmic methodologies to address theoretical and computational challenges in data-centric applications. Recent topics of interest include (i) high-dimensional probability and statistics, (ii) Gaussian processes and kernel methods, (iii) scientific machine learning, and (iv) Monte Carlo methods and sampling.



Publications and Preprints

  1. On the estimation of Gaussian moment tensors. With O. Al-Ghattas and D. Sanz-Alonso, (2025). [arXiv]
  2. Sharp concentration of simple random tensors II: asymmetry. With D. Sanz-Alonso, (2025). [arXiv]
  3. Sharp concentration of simple random tensors. With O. Al-Ghattas and D. Sanz-Alonso, (2025). [arXiv] [Slides]
  4. Optimal estimation of structured covariance operators. With O. Al-Ghattas, D. Sanz-Alonso, and N. Waniorek, (2024). [arXiv]
  5. Precision and Cholesky factor estimation for Gaussian processes. With D. Sanz-Alonso.
    SIAM/ASA Journal on Uncertainty Quantification, 13(3), 1085-1115, (2025). [Journal] [arXiv]
  6. Covariance operator estimation: sparsity, lengthscale, and ensemble Kalman filters. With O. Al-Ghattas, D. Sanz-Alonso, and N. Waniorek.
    Bernoulli, 31(3), 2377-2402, (2025). [Journal] [arXiv] [Slides]
  7. A machine learning framework for geodesics under spherical Wasserstein-Fisher-Rao metric and its application for weighted sample generation. With Y. Jing, L. Li, and J. Lu.
    Journal of Scientific Computing, Vol. 98, No. 5, (2024). [Journal]
  8. Fluctuation suppression and enhancement in interacting particle systems. With L. Li, (2022). [arXiv] [Slides]

Teaching

University of Chicago Teaching Assistant

STAT/CAAM 31521: Applied Stochastic Processes, Spring 2025

STAT/CAAM 31050: Applied Approximation Theory, Spring 2024

STAT/CAAM 38100: Measure-Theoretic Probability I, Winter 2024

STAT/CAAM 31150: Inverse Problems and Data Assimilation, Autumn 2023

Contact

Email: jiaheng@uchicago.edu

Office: George Herbert Jones Laboratory 307, 5747 S Ellis Avenue, Chicago, IL 60637