Farbod Roosta-Khorasani http://www.cs.ubc.ca/~farbod [email protected] Research Interests Randomized Algorithms, Numerical Linear Algebra, Numerical Optimization, Probability and stochastic processes, Mathematical Statistics, Image processing and Inverse Problems, Numerical Solutions of PDEs. Education Sept. 2011 – Present University of British Columbia o PhD candidate in Computer Science under the supervision of Prof. Uri Ascher o Thesis: Randomized Algorithms for Solving Large Scale Nonlinear Least Squares Problems o Member of IAM (UBC Institute of Applied Mathematics) o PhD course work GPA of 97.3 o Expected graduation date: April, 2015 o o o o o Sept. 2010 – Oct. 2011 University of British Columbia Master’s student in Computer Science under the supervision of Prof. Uri Ascher Funded by NSERC CGS M Alexander Graham Bell Canada Graduate Scholarships Specialized in Applied Mathematics and Scientific Computing M.Sc. course work GPA of 95.7 Transferred to PhD Sept. 2006 – May 2010 University of British Columbia o o o o Combined major in Computer Science and Mathematics GPA 93.4% Science Scholar/Dean's Honour List Distinction (2006 to 2010) Awarded the Academic Award of Excellence for obtaining the highest GPA in the combined mathematics and computer science major program Journal Publications Farbod Roosta-Khorasani, Gábor J. Székely, and Uri Ascher (2015) Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables. SIAM J. on Uncertainty Quantification (JUQ). 3(1):61-90, 2015. DOI: 10.1137/14096311X 1 Farbod Roosta-Khorasani Farbod Roosta-Khorasani and Uri Ascher (2014) Improved bounds on sample size for implicit matrix trace estimators. Foundations of Computational Mathematics (FoCM). DOI: 10.1007/s10208-014-9220-1 Farbod Roosta-Khorasani, K. van den Doel, and U. Ascher (2014) Data completion and stochastic algorithms for PDE inversion problems with many measurements. Electronic Transactions on Numerical Analysis (ETNA). 42:177–196, 2014. Farbod Roosta-Khorasani, K. van den Doel, and U. Ascher (2014) Stochastic algorithms for inverse problems involving PDEs and many measurements. SIAM J. on Scientific Computing. (SISC). Special Section on Planet Earth and Big Data. 36(5):S3–S22, 2014. Preprints & Technical Reports Farbod Roosta-Khorasani and Gábor J. Székely (2014) Schur properties of convolutions of gamma random variables. http://www.cs.ubc.ca/~farbod/rosz_schur.pdf. Uri Ascher and Farbod Roosta-Khorasani (2014) Algorithms that satisfy a stopping criterion, probably. arXiv:1408.5946. Submitted. Talks BIRS (Sparse Representations, Numerical Linear Algebra, and Optimization) Invitation only Banff, AB October, 2014 SIAM Conference on Optimization San Diego, California May, 2014 Pacific Institute for the Mathematical Sciences (SCAIM Seminar) Vancouver, BC November, 2013 Work Experience Research Assistant UBC SCL Lab, Vancouver, BC 2010-Present Undergraduate Research Assistant UBC Imager Lab, Vancouver, BC May-Sept. 2009 2 Farbod Roosta-Khorasani Prop/Tools programmer (Co-op) Radical Entertainment, Vancouver, BC Jan-Sept. 2008 Professional Activities Reviewer for the following journals: SIAM Journal on Scientific Computing (SISC) SIAM Journal on Matrix Analysis and Applications (SIMAX) Teaching Experience Recipient of Graduate Teaching Assistant Award in 2013 TA for several courses both in graduate and undergraduate level, including holding tutorials and helping students in office hours Temporary instructor for an undergraduate course on numerical approximation and discretization (Sept. 20 – 28, 2013) Temporary instructor for a graduate course on introduction to numerical methods (Sept. 19 – 27, 2013) Courses (Taken and Audited) Numerical Optimization Numerical Linear Algebra Machine learning Probability and Stochastic Processes Mathematical Inverse Problems Sparse Matrix Computations Measure Theory and Functional Analysis PDE Theory Numerical Solutions of PDEs (Finite Difference and Finite Element) Parallel Computations Image Processing Compressive Sensing Mathematical Statistics Awards & Scholarships 2014 Li Tze Fong Memorial Fellowship 2013 Graduate Teaching Assistant Award $25,000 3 Farbod Roosta-Khorasani 2013 UBC Doctoral-level Affiliated Fellowship $16,000 2010 Academic Award of Excellence (for obtaining the highest GPA in combined major) 2010 NSERC CGS M Alexander Graham Bell Canada Graduate Scholarships $17,500 2010 Computer Science Merit Scholarship $10,000 2009 Computer Science Scholarship $500 2009 HSBC Undergraduate Award $2500 2009 Ron Riddell and Roy Douglas Memorial Scholarship in Mathematics $150 2009 Trek Excellence Scholarship for Continuing Students $1500 2009 NSERC Undergraduate Student Research Awards (USRA) $4,500 2008 Trek Excellence Scholarship for Continuing Students $750 2008 J Fred Muir Memorial Scholarship in Science $1,000 2008 Computer Science Scholarship $500 2008 HSBC Undergraduate Award $2,500 2007 Trek Excellence Scholarship for Continuing Students $1,500 2007 HSBC Undergraduate Award $3,250 Technical Skills Experience developing C++ and Python software in the industry Excellent Object-Oriented Design and Programming (OOD/OOP) skills Thorough knowledge of C, C++, Java, Python, MATLAB, Erlang Experience developing software in Visual Studio, Eclipse and Emacs Proficient with OpenGL graphics library Extensive experience in C++ GUI programming using QT Knowledge of TCP/IP Networking Knowledge of data base programming (SQL) Familiarity with developing software in a multi-threaded environment Experience developing software in cross-platform environments Project management skills appropriate for individual programming projects Experience developing software in deadline driven environments References Available upon request 4
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