Dr. Xiaocheng Shang

Dr. Xiaocheng Shang

School of Mathematics, University of Birmingham, United Kingdom

Keynote lecture topic: Improving the stability of the covariance-controlled adaptive Langevin thermostat for large-scale Bayesian sampling

Dr. Xiaocheng Shang is an Associate Professor in Mathematical Optimisation and Data Science at the University of Birmingham, United Kingdom. His primary research interests lie in the optimal design of numerical methods for stochastic differential equations with a strong emphasis on applications ranging from computational mathematics, statistics, physics, to data science. He received his PhD in Applied and Computational Mathematics from the University of Edinburgh in 2016 and subsequently held research positions at Brown University and ETH Zurich. He was also a Fellow of The Alan Turing Institute, the UK's national institute for data science and artificial intelligence.