Principal Investigator

Youssef Marzouk

Youssef Marzouk [www]
Youssef is the Class of 1942 Associate Professor of Aeronautics and Astronautics at MIT. He received his SB (1997), SM (1999), and PhD (2004) degrees in mechanical engineering from MIT. Afterwards, he spent four years at Sandia National Laboratories in Livermore, California—first as a Truman postdoctoral fellow and then as a senior member of the technical staff—before returning to MIT and joining the faculty in 2009. He is a recipient of the Hertz Foundation Doctoral Thesis Prize (2004), the DOE Early Career Research Award (2010), and the MIT Junior Bose Award for Excellence in Teaching (2012). Youssef is also an avid coffee drinker and classical pianist.

Postdoctoral Associates

Daniele Bigoni

Daniele Bigoni [www]
Some of the buzzwords which describe my active scientific interests are uncertainty quantification, high-dimensional function approximation, tensor decomposition, inverse problems, data assimilation and control. I have also some less active scientific interests, such as numerical methods for PDEs and ODEs, mainly arising from mechanical systems and water waves. More broadly I'm very keen to talk about applied mathematics, and at a certain extent of theoretical mathematics. I have also a background in Computer Science. I spend my spare time exercising (mostly running lately), going to the theater, cooking good food and occasionally dancing tango.

Jayanth Jagalur

Jayanth Jagalur
My research is broadly in the field of UQ and inverse problems. Other areas that interest me are, multi-scale methods, adaptivity, iterative solvers, and HPC. Prior to joining the group I was at RPI, where I obtained an M.S. in Applied Mathematics and PhD. in Mechanical Engineering. My dissertation research involved developing variational multi-scale methods for deterministic and stochastic wave equations. Outside my work, I usually prefer to spend time in the outdoors, indulge in culinary exploits or continue my quest to learn music.

Rebecca Morrison

Rebecca Morrison [www]
I am interested in various topics in uncertainty quantification including Bayesian calibration and validation for predictive models, reduced-order stochastic models, and mathematical representations of model inadequacy. I recently completed my PhD at UT Austin, where I was captain of the intramural soccer team. I also love to play tennis, travel, and read.

Alessio Spantini

Alessio Spantini
My current research addresses the methodology of high-dimensional Bayesian inference for a broad range of applications including nonlinear filtering and smoothing. In particular, I focus on the intersection of measure transport, nonparametric variational inference, optimal low-rank approximations and Monte Carlo methods. My background and general interests lie at the interface of statistics, probability, differential geometry, numerical analysis, and optimization. I grew up in Italy and I graduated in Aerospace Engineering from Politecnico di Milano in July, 2011. In my free time I enjoy sailing and jogging. I also hold a private pilot license.

Olivier Zahm

Olivier Zahm [www]
My research interests encompass methods for model order reduction, with applications in uncertainty quantification. This field of research made me discover various tools such as tensor decompositions, Bayesian inference, reduced basis methods, randomized linear algebra, and data assimilation. Before joining the UQ Group, I obtained my PhD in computational science at the École Centrale Nantes (France), where I discovered my passion for oysters!

Graduate Students, PhD

Raghav Aggarwal

Raghav Aggarwal
I am interested inferring grain boundary crystallography-property relations from heterogeneous data, using Bayesian methods. In particular, my research seeks to understand the mechanisms of gallium penetration into aluminum, by developing physics-based models and performing both parameter inference and model selection, using experimental data collected across a range of scales. I received my bachelors degree from IIT, Delhi in 2012. During my time off work, I enjoy boxing, film photography and cooking.

Andrew Davis

Andrew Davis
I am interested in combining large-scale simulations of geophysical phenomena with inversion and inference algorithms, such as PDE constrained optimization and Markov chain Monte Carlo. Specifically, we are trying to quantify uncertainty in parameter reconstruction given model and data errors. I received my Bachelor's degree in Mathematics from Clarkson University in 2010 and my Masters in CDO from MIT in 2012. The picture was taken in Svalbard, Norway, an Arctic archipelago, where I spent a summer collecting glacier and fjord data.

Chi Feng

Chi Feng
My research interests include optimal experimental design in the presence of model error and other topics in uncertainty quantification. I received my bachelor's degree in Physics from the California Institute of Technology. Outside of my work, I am interested in classical piano, photography, web design, and the culinary arts.

Ricardo Miguel Baptista

Ricardo Miguel Baptista
My current research focuses on the optimization of coupled multi-physics systems. I am also interested in high-dimensional problems, compressive sensing, and machine learning techniques. I grew up in Toronto and graduated in 2015 from the Engineering Science program at the University of Toronto. Before joining MIT, I also worked in Flight Sciences at Bombardier Aerospace. In my free time, I enjoy swimming and traveling.

Antoni Musolas

Antoni Musolas
My current research is optimization under uncertainty. I am also interested in numerical methods and probability theory. I was born in Barcelona and I graduated in Civil and Mining Engineering from UPC-BarcelonaTech in July, 2013. Prior to joining MIT, I worked in Investment Banking. I am recipient of "la Caixa" scholarship. Outside of work, I enjoy playing soccer and swimming.

Jon Paul (JP) Janet

Jon Paul (JP) Janet
My research is focused on optimal catalyst design from a first-principles (quantum/electronic structure) perspective. I am interested in the optimization of, and uncertainty, surrogacy and model inadequacy in, the relationship between atomistic structure and catalytic behavior, and am co-advised by Heather Kulik. I am originally from South Africa, where I read chemical engineering for my bachelors, but have also lived in Sweden and Germany, where I completed a master's in applied mathematics. I enjoy hiking, forests and am passionate about oenology and viticulture.

Zheng Wang

Zheng Wang
My current research topic is the inversion and uncertainty qualification of reservoir geomechanics. In addition to this, I am interested in computational fluid dynamics, numerical methods, and optimization. I was born in China. I immigrated to Singapore and then to Canada. I graduated from University of Toronto in the Engineering Science program. Outside of work, I enjoy tennis and swimming.

Benjamin Zhang

Benjamin Zhang
My current research is related to Bayesian inference and filtering. I am also generally interested in numerical methods for stochastic modeling and PDEs. I was born in China, but I spent most of my years growing up in Canada and the San Francisco Bay Area. I graduated in 2015 from UC Berkeley, where I received my Bachelor's degrees in Engineering Physics and Applied Mathematics. Outside of work, come talk to me about politics, history, cartography, intrigue, conspiracy, and gripping denouement.

Graduate Students, SM

Fengyi Li

Fengyi Li
My current research is related to machine learning, inference, and optimal experimental design. In addition, I am interested in Bayesian statistics, optimization and applied probability. I was born and raised in Zhengzhou, China and lived in College Station, Texas for a few years, where I received my Bachelor’s degrees in Mathematics and Mechanical Engineering from Texas A&M University. In my free time, I enjoy playing tennis and listening to music.

Alumni

Postdoctoral Associates

  • Florian Augustin (MathWorks)
  • Ingrid Berkelmans (Australia Future Fund)
  • Tiangang Cui (Monash University, School of Mathematical Sciences)
  • Sonjoy Das (University at Buffalo)
  • Tarek El Moselhy (D. E. Shaw Group)
  • Michalis Frangos (Schlumberger)
  • Nikhil Galagali (Philips Research)
  • Xun Huan (Sandia National Laboratories)
  • Jinglai Li (Shanghai Jiaotong University)
  • Alexandre Marques (MIT)
  • Matthew Parno (Cold Regions Research and Engineering Laboratory)
  • Antti Solonen (Lappeenranta University of Technology and Eniram)
  • Ankur Srivastava (GE Global Research)
  • Luca Tosatto (Bridgewater Associates)

Long Term Visitors

  • Daniele Bigoni (Technical University of Denmark)
  • Ben Calderhead (Imperial College London)
  • Weiqi Ji (Tsinghua University)
  • Dominic Kohler (Siemens AG)
  • Jinglai Li (Shanghai Jiaotong University)
  • Lionel Mathelin (LIMSI/CNRS France)
  • Faidra Stavropoulou (TU Munich)
  • Lara Welder (RWTH Aachen)

PhD Students

  • Patrick Conrad (graduated April 2014)
    • Thesis: Accelerating Bayesian inference in computationally expensive computer models using local and global approximations 
    • Affiliation: SpaceX
  • Nikhil Galagali (graduated December 2015)
    • Thesis: Bayesian inference of chemical reaction networks
    • Affiliation: Philips Research
  • Alex Gorodetsky (graduated September 2016)
    • Thesis: Continuous low-rank tensor decompositions, with applications to stochastic optimal control and data assimilation
    • Affiliation: Sandia National Laboratories (von Neumann Fellowship)
  • Xun Huan (graduated August 2015)
    • Thesis: Numerical approaches for sequential Bayesian optimal experimental design
    • Affiliation: Sandia National Laboratories
  • Matthew Parno (graduated October 2014)
    • Thesis: Transport maps for accelerated Bayesian computation 
    • Affiliation: Cold Regions Research and Engineering Laboratory
  • Alessio Spantini (graduated August 2017)
    • Thesis: On the low-dimensional structure of Bayesian inference
    • Affiliation: MIT

SM Students

  • Thomas Coles (MIT)
  • Lucio Di Ciaccio (The Carlyle Group)
  • Naveen Krishnakumar (Grantham Mayo van Otterloo)
  • Subhadeep Mitra (Two Sigma Investments)

Undergraduate Students

  • Erick Fuentes (Fitbit)
  • George Hansel (Google)
  • Savithru Jayasinghe (Cambridge University)
  • Hadi Kasab (American University of Beirut)
  • Tomas Kogan (Cambridge University)
  • Michael Lieu (Aurora Flight Sciences)
  • Kevin Lim (Princeton University, Economics)
  • Ali Saab (American University of Beirut)
  • Yair Shenfeld (Princeton University, ORFE)