Office: 301 Krieger Hall, Johns Hopkins University
3400 N. Charles Street, Baltimore, MD 21218 E-mail: feilu(at)math(dot)jhu(dot)eduPhone: +1 (410) 516-2910Affiliation:
The Institute for Data Intensive Engineering and Science (IDIES) Mathematics Group, Lawrence Berkeley National Laboratory Curriculum Vitae |

## Introduction

My research interests are in probability, statistics, and their applications in scientific computing. My current research focuses on data-driven stochastic model reduction and data assimilation. I am interested in the following topics:

- Stochastic model reduction for multiscale chaotic dynamical systems
- Data assimilation, Monte-Carlo sampling and inverse problems
- Statistical inference for time series and diffusion processes
- Malliavin calculus, Stein's method and stochastic PDEs
- Variational methods and critical point theory

Prior to coming to JHU, I was a postdoctoral fellow in the Department of Mathematics of the University of California at Berkeley and the Mathematics Group of the Computational Research Division at the Lawrence Berkeley National Laboratory. My mentor was Professor Alexandre Chorin. I did my PhD thesis with Professor David Nualart and Professor Yaozhong Hu in the Department of Mathematics of the University of Kansas, working on Malliavin calculus and its applications to stochastic partial differential equations.