I am currently a Postdoctoral Scholar in the Department of Mathematics at Penn State, mentored by Prof. John Harlim.
I obtained my B.S. in Mathematics from Peking University in 2021, and my Ph.D. in Mathematics from NUS in 2025, advised by Prof. Xin T. Tong and Prof. Weizhu Bao. My thesis is on localization in sampling. In Fall 2024, I visited the MIT UQ group, hosted by Prof. Youssef Marzouk.
My research lies at the intersection of computational mathematics, applied probability, and statistics. I focus on analysis and development of algorithms for high-dimensional sampling and uncertainty quantification, with applications in Bayesian inference, inverse problems, and generative modeling. I am particularly interested in localization methods for sampling, and I also work on ensemble Kalman methods for high-dimensional inference and data assimilation. See my Research and Google Scholar.
Address: 218 McAllister Building, Penn State University, University Park, PA 16802
Email: shuigen[at]psu[dot]edu
