I’m a Postdoc Research Fellow in Computational Mathematics at the Flatiron Institute, a part of the Simons Foundation. In 2022, I earned a PhD in Statistics from Columbia University. You can find out more by browsing this website or looking at my CV

Research Interests

My research broadly concerns Bayesian modeling and probabilistic machine learning. This work bridges theory, computation, and application through the development of probabilistic programming languages such as Stan and TensorFlow Probability. Some keywords:

• Computation: Markov chain Monte Carlo, Variational inference, integrated Laplace approximation, automatic differentiation
• Modeling: Bayesian workflow, Hierarchical models, ODE-based models
• Applications: Pharmacometrics, Epidemiology, Astrophysics

News

• Starting in the summer of 2025, I will be an assistant professor of Statistics at the University of British Columbia. You can read a short statement about my move.

• May 3-5 2025: Lawrence Saul and I received the best paper award at AISTATS 2025 for our paper on Variational Inference in Location-Scale Families.

• June 3-5 2025: I will attend the ASA/IMS Spring Research Conference in New York. There I will speak at the session on Approximate Bayesian Methods.

• June 16-20 2025: I will attend BayesComp in Singapore to chair a session on Parallel Computation for Markov chain Monte Carlo, and give an invited talk at the session on Advances in Variational Inference.

(last updated: May 2025)

Sometimes I post on BlueSky social via @charlesm993.bsky.social.