Mengqi Chen

PhD Student, Department of Statistics, University of Warwick

I am a third-year PhD student in the Mathematics and Statistics CDT at the University of Warwick, supervised by Prof. Theo Damoulas and Dr Thomas Berrett.

Before joining Warwick, I completed an MMath and BA in Mathematics at the University of Cambridge. My research interests include robust Bayesian inference, Bayesian nonparametric learning, distributionally robust optimisation, and imprecise probability.

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

Here is a RIS to BibTeX converter I made.

news

May 19, 2026 🎊Our paper Imprecise Markov Semigroups and their Ergodicity has been accepted by ESAIM: Probability and Statistics.
Apr 30, 2026 🎊Our paper Bulk-Calibrated Credal Ambiguity Sets: Fast, Tractable Decision Making under Out-of-Sample Contamination was accepted at ICML 2026 as a Spotlight (top 2.2% of submitted papers).

selected publications

  1. ICML
    Bulk-Calibrated Credal Ambiguity Sets: Fast, Tractable Decision Making under Out-of-Sample Contamination
    Mengqi Chen, Thomas B. Berrett, Theo Damoulas, and Michele Caprio
    In 43rd International Conference on Machine Learning, 2026
  2. ESAIM P&S
    Imprecise Markov Semigroups and their Ergodicity
    Michele Caprio and Mengqi Chen
    ESAIM: Probability and Statistics, 2026
    To appear