Edoardo Calvello
I am a fourth-year PhD candidate in Applied and Computational Mathematics in the Department of Computing and Mathematical Sciences at Caltech, where I am grateful to be advised by Prof. Andrew Stuart and supported by the Kortschak Scholars Program. Starting February, 2025, I am also working with the Learning and Perception Research group at NVIDIA as a research intern. Prior to joining Caltech, I received a MSci degree in Mathematics from Imperial College London.
My work lies at the intersection of data assimilation, mathematical analysis and machine learning. I have a keen interest in research for the mathematical foundations of the data sciences and using theoretical insight to develop novel computationally efficient algorithms for probabilistic inference.
I am an instructor and university ambassador for NVIDIA's Deep Learning Institute, for which I regularly organize workshops.
Recent News
Checkout our new preprint "Solving Roughly Forced Nonlinear PDEs via Misspecified Kernel Methods and Neural Networks": joint work with Ricardo Baptista, Matthieu Darcy, Houman Owhadi, Andrew Stuart and Xianjin Yang.
03/03/2025 I will be speaking in MS41 at SIAM Computational Sciences and Engineering in Fort Worth, TX.
12/11/2024 I will be visiting Imperial College London and giving a talk as part of the Control and Optimisation seminar series.
12/09/2024 I will be visiting the University of Genova and giving a talk as part of the MaLGa seminar series.
10/22/2024 I will be speaking in MS27 at SIAM Mathematics of Data Science in Atlanta, GA.
09/17/2024 I spoke at the Statistical Aspects of Non-linear Inverse Problems workshop in Cambridge, UK.
Checkout our new preprint "Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting": joint work with Pierre Monmarché, Andrew Stuart and Urbain Vaes.
Checkout our new preprint "Continuum Attention for Neural Operators": joint work with Nikola Kovachki, Matthew Levine and Andrew Stuart. (code)
07/22/2024 I spoke at the Digital Twins in Earth Science workshop in Marseille, France.
07/15/2024 I spoke in MS29 at the International Conference on Scientific Computation and Differential Equations in Singapore.
