I am a recent PhD graduate in Computer Science from the University of Technology Sydney, affiliated with the Australian Artificial Intelligence Institute (AAII), advised by Dr. Junyu Xuan and Prof. Jie Lu.

My research interests include probabilistic machine learning and Bayesian deep learning. Currently, I mainly focus on functional inference for Bayesian neural networks (BNNs), including functional variational inference, functional MCMC, and functional diffusion. I am also interested in the geometric properties of posterior distributions.

I am currently seeking postdoctoral research opportunities.

Publications

2026

Wavelet Conditional Neural Processes
Junyu Xuan, Mengjing Wu, Jie Lu
Symposium on Probabilistic Machine Learning (ProbML), 2026
[paper]

2025

Bridging the Gap Between Variational Inference and Stochastic Gradient MCMC in Function Space
Mengjing Wu, Junyu Xuan, Jie Lu
International Conference on Learning Representations (ICLR), 2025
[paper]
Functional Stochastic Gradient MCMC for Bayesian Neural Networks
Mengjing Wu, Junyu Xuan, Jie Lu
The 28th International Conference on Artificial Intelligence and Statistics (AISTATS), 2025
[paper]

2024

Functional Wasserstein Bridge Inference for Bayesian Deep Learning
Mengjing Wu, Junyu Xuan, Jie Lu
The 40th Conference on Uncertainty in Artificial Intelligence (UAI), 2024 (Oral Presentation)
[paper]
Functional Wasserstein Variational Policy Optimization
Junyu Xuan, Mengjing Wu, Zihe Liu, Jie Lu
The 40th Conference on Uncertainty in Artificial Intelligence (UAI), 2024
[paper]

2023

Indirect Functional Bayesian Neural Networks
Mengjing Wu, Junyu Xuan, Jie Lu
Fifth Symposium on Advances in Approximate Bayesian Inference (AABI), 2023
[paper]

2021

A random intuitionistic fuzzy factor analysis model for complex multi-attribute large group decision-making in dynamic environments
Xiaohong Chen, Mengjing Wu, Chunqiao Tan, Tao Zhang
Fuzzy Optimization and Decision Making, 2021
[paper]

Selected preprints and workshops

Implicit Functional Bayesian Deep Learning
Junyu Xuan, Mengjing Wu, Jie Lu
[arXiv]

Experience

Postdoctoral Research Associate, DeepBayes Lab, AAII, University of Technology Sydney, 2025.8 - 2026.3

Research Assistant (part-time), DeepBayes Lab, AAII, University of Technology Sydney, 2025.1 - 2025.7

Visiting Researcher, Loughborough University London, 2019.7 - 2019.10

Education

Ph.D. in Computer Science, University of Technology Sydney, 2021.7 - 2026.2

M.S. in Management Science and Engineering, Central South University, 2017.9 - 2020.6

B.S. in Statistics, Central South University, 2012.9 - 2016.6

Academic Service

Reviewer: UAI (2025-2026), ICML (2025-2026), NeurIPS (2026), ICLR (2026), IJCNN (2024-2025), TMLR (2025), SMC: Systems (2025)

Updates

2026: Our paper was accepted by ProbML 2026.

2026: I received my PhD degree from the University of Technology Sydney.

2025: Our paper was accepted by ICLR 2025.