honglizhaobob
PhD Student @ University of Chicago (CCAM) interested in High-Dimensional Numerical PDE (Uncertainty Quantification)
The University of ChicagoChicago, IL
Pinned Repositories
dl-hidimuq
MATLAB implementation of the reduced-order Fokker Planck equation solutions, with experiments conducted for 1D and 2D quantities of interest in a high-dimensional stochastic power systems model.
Ensemble_LSTM_Networks
A PyTorch implementation of the Long-Short-Term Memory (LSTM) network architecture along with its variants (e.g. stacked, ensemble, attention-based).
GPHodlr.jl
A Julia package for scalable Gaussian process regression.
OptionsPricer
C++ implementations of options pricing for European, American, and Bermuda types using dynamic programming.
OverlappingSchwarz.jl
A Julia package for distributed optimal control solutions of nonlinear systems, based on an overlapping domain approach.
ResNet-MoriZwanzig
A PyTorch implementation of "Learning Reduced Systems via Deep Neural Networks with Memory", using the ResNet model.
Sp21Math128B
MATLAB implementations and compiled official course solutions to Math 128B: Numerical Analysis, Spring 2021, by Prof. Olga Holtz
TensorizingFlow
PyTorch and MATLAB implementations of tensorizing-flow for variational inference, focusing on (1) high-dimensional sample generation using tensor-network representation of probability densities. (2) ResNet normalizing flow implementation with sketched tensor-networks as ansatz probability density.
UChicagoCAMStudentSeminar22To23
Winter21Autumn22Stat31120
Python (Jupyter Notebooks) implementation of STAT 31120 mini-projects, focusing on numerical methods for stochastic differential equations and Monte Carlo simulations.
honglizhaobob's Repositories
honglizhaobob/UChicagoCAMStudentSeminar22To23
honglizhaobob/Winter21Autumn22Stat31120
Python (Jupyter Notebooks) implementation of STAT 31120 mini-projects, focusing on numerical methods for stochastic differential equations and Monte Carlo simulations.
honglizhaobob/Sp21Math128B
MATLAB implementations and compiled official course solutions to Math 128B: Numerical Analysis, Spring 2021, by Prof. Olga Holtz
honglizhaobob/TensorizingFlow
PyTorch and MATLAB implementations of tensorizing-flow for variational inference, focusing on (1) high-dimensional sample generation using tensor-network representation of probability densities. (2) ResNet normalizing flow implementation with sketched tensor-networks as ansatz probability density.
honglizhaobob/dl-hidimuq
MATLAB implementation of the reduced-order Fokker Planck equation solutions, with experiments conducted for 1D and 2D quantities of interest in a high-dimensional stochastic power systems model.
honglizhaobob/Ensemble_LSTM_Networks
A PyTorch implementation of the Long-Short-Term Memory (LSTM) network architecture along with its variants (e.g. stacked, ensemble, attention-based).
honglizhaobob/GPHodlr.jl
A Julia package for scalable Gaussian process regression.
honglizhaobob/honglizhaobob.github.io
A beautiful, simple, clean, and responsive Jekyll theme for academics
honglizhaobob/OptionsPricer
C++ implementations of options pricing for European, American, and Bermuda types using dynamic programming.
honglizhaobob/OverlappingSchwarz.jl
A Julia package for distributed optimal control solutions of nonlinear systems, based on an overlapping domain approach.
honglizhaobob/ResNet-MoriZwanzig
A PyTorch implementation of "Learning Reduced Systems via Deep Neural Networks with Memory", using the ResNet model.