f-t-s
I'm an assistant professor in the School of Computational Science and Engineering at Georgia Tech
Georgia TechAtlanta, GA
Pinned Repositories
CGD
This repository contains the Julia code for the paper "Competitive Gradient Descent"
cholesky_by_KL_minimization
Sparse Cholesky factorization by Kullback-Leibler minimization
CMD_old
The julia code for the paper on Competitive Mirror Descent
CompressingSolvers.jl
Code containing the package for compressing blackbox solvers
conditional_knn
a respository to explore the usefulness of the conditional knn estimator
f-t-s.github.io
A beautiful, simple, clean, and responsive Jekyll theme for academics
FlorianStyle.jl
KoLesky.jl
This package implements the methods described in https://arxiv.org/abs/2004.14455 for fast Gaussian process statistics
nearLinKernel
sparse_recovery_of_elliptic_solution_operators_from_matrix-vector_products
f-t-s's Repositories
f-t-s/CGD
This repository contains the Julia code for the paper "Competitive Gradient Descent"
f-t-s/cholesky_by_KL_minimization
Sparse Cholesky factorization by Kullback-Leibler minimization
f-t-s/KoLesky.jl
This package implements the methods described in https://arxiv.org/abs/2004.14455 for fast Gaussian process statistics
f-t-s/nearLinKernel
f-t-s/CMD_old
The julia code for the paper on Competitive Mirror Descent
f-t-s/sparse_recovery_of_elliptic_solution_operators_from_matrix-vector_products
f-t-s/CompressingSolvers.jl
Code containing the package for compressing blackbox solvers
f-t-s/conditional_knn
a respository to explore the usefulness of the conditional knn estimator
f-t-s/f-t-s.github.io
A beautiful, simple, clean, and responsive Jekyll theme for academics
f-t-s/FlorianStyle.jl
f-t-s/H2Pack
H2 Matrix Package
f-t-s/modular_CMD.jl
f-t-s/multi_cmd
Extending Competitive Mirror Descent to a multi-agent, reinforcement learning setting.
f-t-s/PINNs
Physics Informed Deep Learning: Data-driven Solutions and Discovery of Nonlinear Partial Differential Equations
f-t-s/spelliptic
This repository contains an implementation of the sparse Cholesky factorization of dense covariance matrices as described in https://arxiv.org/abs/1706.02205