Hongli (Bob) Zhao

University of Chicago, CAAM.

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Jones 307

5747 S Ellis Avenue, Chicago IL

Chicago, IL 60637

Hello! I am Bob, a third-year graduate student at Computational and Applied Mathematics at University of Chicago. I am happily advised by Prof. Mihai Anitescu, and work with many outstanding mentors and peers both in and outside of UChicago.

Previously, I graduated from UC Berkeley in Applied Math, and Data Science. During undergraduate studies, I was very fortunate to have worked with Prof. Daniel Tartakovsky and Prof. Lin Lin. I also participated in BeBOP, organized by Prof. James Demmel.

I am interested in scalable numerical methods and algorithm development for scientific computing, often involving physical models under randomness. I think about the following topics:

  • Simulating rare events in complex system, such as cascading failures.
  • Overcoming the curse of dimensionality in numerical PDEs and probabilistic inference, using low-complexity data structures.
  • Connection of machine learning with optimal control.

Email: honglizhaobob [at] uchicago.edu

news

Jun 5, 2023 Mathematical and Scientific Machine Learning at ICERM
May 15, 2023 Portland, Oregon. Global Sensitivity Analysis in High Dimensional Parameter Spaces
See program description here (link may expire). In this minisymposium, I discussed the problem setup of Sobol’ analysis via polynomial chaos expansion, its convergence properties, and the so-called curse of dimensionality. I then discussed how to perform regression descent in tensor-train format and compute the indices.
Feb 14, 2023 CTF Workshop at UW AI Institute in Dynamical Systems

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