Hongli (Bob) Zhao

University of Chicago, CAAM.


Jones 307

5747 S Ellis Avenue, Chicago IL

Chicago, IL 60637

Hello! I am Bob, a third-year graduate student in Computational and Applied Mathematics at University of Chicago. I am happily advised by Prof. Mihai Anitescu, and also work with many outstanding mentors and peers both in and outside of UChicago. Previously, I graduated from UC Berkeley studying 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 broadly interested in numerical problems and algorithm development for scientific computing, often involving physical models under randomness. I currently think about the following topics:

  • Estimating probabilities of rare events, such as cascading failures in an interconnected system
  • Overcoming the curse of dimensionality using low-complexity numerical methods
  • Explainable applications of generative machine learning on the above tasks.


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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