Mengqi Chen

I am a third-year PhD student in the Mathematics and Statistics CDT program at the University of Warwick, working under the joint supervision of Prof. Theo Damoulas, and Dr Thomas Berrett. Before joining the program, I obtained MMath and BA in Mathematics from the University of Cambridge. The title of my master's essay is "Theory and Applications of Maximum Mean Discrepancy."

My main research interests are in robust Bayesian inference, Bayesian nonparametric learning (NPL), distributionally robust optimisation, and imprecise probability.

Outside of academics, I enjoy singing, knitting, crocheting, and board games. My name in Chinese is 陈梦琪.

Publications

• M. Caprio, M. Chen. Imprecise Markov Semigroups and their Ergodicity. arXiv preprint (2026)

• M. Chen, T. B. Berrett, T. Damoulas, M. Caprio. Bulk-Calibrated Credal Ambiguity Sets: Fast, Tractable Decision Making under Out-of-Sample Contamination. arXiv preprint (2026)
• M. Chen, C. Dellaporta, T. B. Berrett, T. Damoulas. Total Robustness in Bayesian Nonlinear Regression for Measurement Error Problems under Model Misspecification. arXiv preprint (2025)

Presentations

• March 2026 - Invited talk on Bulk-Calibrated Credal Ambiguity Sets: Fast, Tractable Decision Making under Out-of-Sample Contamination @Fundamentals of Statistical Machine Learning Group Meetings (University College London)
• October 2025 - Invited talk on Total Robustness in Bayesian Nonlinear Regression for Measurement Error Problems under Model Misspecification (slides) @Al Fundamentals Research Forum (University of Manchester)

Teaching

2023/24 Term 2: ST117 Introduction to Statistical Modelling
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2025/26 Term 2: ST121 Statistical Laboratory

Here is a RIS to BibTeX converter I made.