Jiaheng Chen

Hi! I am a fourth-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. Before coming to Chicago, I received my B.S. in Mathematics and Applied Mathematics from Shanghai Jiao Tong University in 2022.

My research lies at the interface of applied mathematics, statistics, and data science. I am broadly interested in the mathematical foundations of data science, uncertainty quantification, and scientific machine learning. 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.

Publications and Preprints

1. High-dimensional quasi-Monte Carlo via combinatorial discrepancy. With H. Jiang and N. Kirk, (2025). [arXiv]
2. On the estimation of Gaussian moment tensors. With O. Al-Ghattas and D. Sanz-Alonso, (2025). [arXiv]
3. Sharp concentration of simple random tensors II: asymmetry. With D. Sanz-Alonso, (2025). [arXiv]
4. Optimal estimation of structured covariance operators. With O. Al-Ghattas, D. Sanz-Alonso, and N. Waniorek, (2024). [arXiv]
5. Sharp concentration of simple random tensors. With O. Al-Ghattas and D. Sanz-Alonso.
   Information and Inference: A Journal of the IMA, to appear, (2025+). [arXiv] [Slides]
6. 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]
7. 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]
8. 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]
9. 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