Workshop Stochastic Numerics and Statistical Learning: Theory and Applications - May 2025
About
The fourth annual workshop in the "Stochastic Numerics and Statistical Learning: Theory and Applications" series was held in KAUST 18-25 of May 2025. Following previous successful iterations, the workshop brought together students, researchers, and faculty with a shared interest in stochastic algorithms, statistical learning, optimization, and approximation. The workshop focused on stochastic algorithms and their rigorous numerical analysis in solving complex problems. These algorithms are crucial in tackling computational challenges across multiple fields, including machine learning, stochastic optimal control, quantitative finance, data assimilation, and Bayesian statistics. Their applications span a wide range of disciplines, making them highly relevant to ongoing research at KAUST and within the Kingdom. Two poster sessions allowed students and senior researchers alike to discuss their ongoing or finished work with the in-person workshop attendees. The talk sessions comprised an engaging mix of in-person and online talks delivered by leading experts in their respective fields. External speakers for the event included:
Markus Bachmayr, RWTH Aachen
Peter Friz, Technical University of Berlin
Mike Giles, University of Oxford
Christoph Reisinger, University of Oxford
Ajay Jasra, The Chinese University of Hong Kong, Shenzhen
Sebastian Reich, Potsdam University
Robert Scheichl, Heidelberg University
Anders Szepessy, KTH, Stockholm
The complete list of talks and posters can be found in the book of abstracts HERE.
We received positive feedback from the attendees who found the workshop to be informative, engaging, and well-organized. They appreciated the opportunity to network with their peers and learn from the experts in the field.
Overall, the workshop was a great success, and we look forward to organizing more such events in the future.
Talks and many poster presentations can be accessed through our YouTube channel: SNSL Workshop.