My Projects
Stochastic Simulation:
My research work on stochastic simulation and computation were implemented using Matlab.
- Numerical solution and approximation of spatio-temporal pattern formation in complex stochastic dynamical systems
- Simulation of rare events in random graph networks, queuing networks, and reflected stochastic differential equations
- Implementation of Kalman filter for tracking position of objects from noisy data
- Numerical solution of stochastic partial differential equations using Wiener chaos expansions
- Simulation of biochemical reactions using the Stochastic Simulation Algorithm, based on a Markov chain Monte Carlo approach
Machine learning and data Analysis:
Some of my data projects using R and Python can be found on my GitHub page.
Other side projects:
I enjoy picking up new technology and programming languages.
- Learnt HTML, Javascript and CSS to create this webpage and desgin my own webpage for the MATH184 course which I taught at the University of British Columbia.
I also created interactive education Javascript applets for illustrating calculus concepts: - Learnt Java programming through the Algorithms course on Coursera, and completed the course's programming projects
- A percolation problem: a Monte Carlo simulation using a union-find algorithm
- Dequeue and Randomized queues
- Pattern Recognition: Identifying collinear points, and an exercise on Comparable interfaces
- 8 puzzle problem: implementing the A* algorithm to solve the 8-puzzle problem
- Kd trees: a geometric search algorithm using a binary search tree
- Familiar with Linux commands which I use on cygwin.