News

August 2026

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  Learn about the article “Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks” that has been published in Statistics and Computing

  2 min read · Mon, Aug 3 2026

  News

  The article "Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks" by Chiheb Ben Hammouda, Maksim Chupin, Sophia Münker, and Raúl Tempone presents a new framework for efficient filtering in high-dimensional stochastic reaction networks. The work introduces the Filtered Markovian Projection (FMP), a novel dimensionality reduction approach that preserves the conditional distribution of the hidden variables while significantly reducing the computational complexity of the filtering problem. Based on the developed FMP theory, the paper proposes the

July 2026

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  StochNum Group Member Dr. Thomas Trigo Trindade Selected as a KAUST Global Postdoctoral Fellow

  1 min read · Mon, Jul 6 2026

  News

  The Stochastic Numerics (StochNum) group is delighted to announce that Dr. Thomas Trigo Trindade has been selected as a KAUST Global Postdoctoral Fellow for the 2026 Cohort of the KAUST Global Fellowship Program. Congratulations, Thomas, on this well-deserved achievement! Thomas shared the following thoughts on what this fellowship means for him and his research within the StochNum group: I am proud and grateful to have been selected as a KAUST Global Fellow. This Fellowship gives me the chance to undertake an ambitious research program, spanning from theoretical aspects to concrete
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  Preprint in Optimization and Control from our research team

  2 min read · Sun, Jul 5 2026

  News

  The Stochastic Numerics Group would like to highlight the recent achievement within our research group. We are pleased to announce that our paper, "Pontryagin-Based Solver with Smoothed Hamiltonian, Adaptive Δt, and PA-Bundle Refinement," has been published as an arXiv preprint. The authors of this paper are KAUST M.S. student Salim Ksous, Ph.D. student Sebastien Lalvay Segovia, Research Scientist Erik von Schwerin, PI Raúl Tempone, and Professors Mattias Sandberg and Anders Szepessy from KTH Royal Institute of Technology. We would like to congratulate the authors on this collaborative

June 2026

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  Article "Multi-Iteration Stochastic Optimizers" published in Applied Mathematics & Optimization

  2 min read · Sun, Jun 14 2026

  News

  The article “ Multi-Iteration Stochastic Optimizers” by André Carlon, Luis Espath, Rafael Holdorf, and Raúl Tempone has been published in Applied Mathematics & Optimization. The paper introduces a new class of first-order stochastic optimization methods based on the Multi-Iteration stochastiC Estimator (MICE). The central idea is to reuse gradient information collected along the optimization path through successive control variates. By exploiting correlations between nearby iterates, MICE reduces the variance of stochastic gradient estimates while keeping the additional sampling cost under
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  Shyam Mohan Subbiah Pillai publishes SIAM news piece

  1 min read · Mon, Jun 1 2026

  News

  Written by Shyam Mohan Subbiah Pillai, Research Consultant at King Abdullah University of Science and Technology and member of the STOCHNUM research group, this SIAM news piece asks how cellular networks can stay fast, reliable, and greener at the same time, and explores how stochastic optimal control can help operators make smarter energy decisions under uncertainty while cutting costs and emissions without sacrificing quality of service.

May 2026

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  Overview of Dr. habil. Alexander Litvinenko's visit from RWTH to the StochNum group

  1 min read · Tue, May 19 2026

  News

  Dr. habil. Alexander Litvinenko visited the StochNum group at KAUST from February 5 to 22 as part of his ongoing collaboration with the Stochastic Numerics group and Principal Investigator Raul Tempone. During this visit, he also initiated a new collaboration with PhD student Maksim Chupin, focusing on low-rank tensor methods in stochastic optimal control. In addition, Dr. Litvinenko continued his collaboration with the group of Professor Rolf Krause. Building on previous joint work with research scientist Dmitry Logashenko in the field of uncertainty quantification for density-driven flow
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  Preprint in Mathematical Finance from our research team

  2 min read · Mon, May 18 2026

  News

  The Stochastic Numerics Group would like to highlight the recent achievement within our research group. On the 30th of April, “Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers” was published on arXiv. The authors of this paper are Assistant Professor Chiheb Ben Hammouda of Utrecht University, PhD student Michael Samet of RWTH, and PI Raul Tempone. We would like to congratulate these authors on the preprint of their paper. Our research develops a data-driven continuous-time stochastic optimal control framework for intraday electricity trading by
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  Preprint in numerical analysis by our research team

  1 min read · Mon, May 18 2026

  News

  The Stochastic Numerics group is proud to announce the preprint of our research team's paper, “Quasi-Monte Carlo with a Hankel random digital net”, in arXiv. This paper is a culmination of the collaborative work between KAUST postdoctoral fellow, Yang Liu, PI Raul Tempone, and Associate Professor Takashi Goda of the University of Tokyo. Our research presents a novel randomized quasi-Monte Carlo framework for high-dimensional numerical integration, which is fundamental in applications such as uncertainty quantification, computational finance, and scientific computing. By introducing Hankel

April 2026

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  Dr. Christian Bayer, from the Weierstrass Institute, Berlin, concludes his visit to KAUST

  1 min read · Wed, Apr 29 2026

  News

  Christian Bayer's visit to the Stochastic Numerics research group focused on collaboration with PhD students Eliza Rezvanova and Leon Wilkosz
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  Dr. Thomas Trigo Trindade, from the École Polytechnique Fédérale de Lausanne, concludes his consultancy visit to KAUST

  1 min read · Wed, Apr 29 2026

  News

  Thomas Trigo Trindade's recent visit kicked off multiple projects related to data assimilation, reduced-order models, and partially observed stochastic optimal control

March 2026

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  Postponed event (Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2026)

  1 min read · Tue, Mar 31 2026

  News

  The Stochastic Numerics and Statistical Learning Workshop has been postponed until November 22 to December 2, 2026.
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  Amin Wu successfully defended her PhD Thesis

  1 min read · Tue, Mar 3 2026

  News

  bayesian inference stochastic processes stochastic differential equations multilevel methods

  On March 3, 2026, Amin Wu successfully defended her PhD Thesis entitled "Bayesian Parameter Inference for Partially Observed Continuous-Time Processes".

February 2026

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  New CRG award to develop scalable methods for partially observed stochastic optimal control

  1 min read · Sat, Feb 28 2026

  News

  award uncertainty quantification Stochastic Optimal Control multilevel methods Computational mathematics

  KAUST Stochastic Numerics has been awarded a $900,000 Competitive Research Grant (CRG) for a 36‑month project on efficient hierarchical approximations for partially observed stochastic optimal control, co-led with Prof. Ibrahim Hoteit and including subawards to EPFL (Prof. Fabio Nobile) and WIAS Berlin (Prof. Christian Bayer).
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  Dr. Shyam Mohan Subbiah Pillai visits the STOCHNUM Group

  1 min read · Thu, Feb 19 2026

  News

  The Stochastic Numerics (STOCHNUM) research group at KAUST was pleased to host research consultant Dr. Shyam Mohan Subbiah Pillai for a two-week visit from February 8 to February 19, 2026. The visit was part of an ongoing collaboration between Prof. Raúl Tempone’s group and researchers at RWTH Aachen, aimed at advancing several joint projects involving students and researchers from both institutions. During his stay, Dr. Pillai worked closely with Prof. Tempone and members of the STOCHNUM group to further develop collaborative research initiatives. This visit was particularly timely, taking
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  Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2026

  1 min read · Wed, Feb 18 2026

  News

  stochastic algorithms statistical learning machine learning climate and environmental modeling Computational finance

  Join us at KAUST’s Stochastic Numerics and Statistical Learning Workshop 2026 for new research on stochastic algorithms, statistical learning, and optimization, with applications in climate modelling and computational finance!

January 2026

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  Smarter MRI image analysis for the whole heart

  1 min read · Thu, Jan 22 2026

  News Clip News

  bayesian analysis Bayesian Statistics

  A Bayesian approach that selects the most informative frames for manual labeling could speed up real-time heart MRI analysis.

November 2025

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  Realistic scenario planning for solar power

  1 min read · Tue, Nov 25 2025

  News Clip News

  numerical methods

  Placing realistic bounds on solar power scenarios enables smarter grid planning and energy management.

September 2025

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  KAUST alumnus Dr. Abdul-Lateef Haji-Ali receives prestigious Humboldt Research Fellowship for Experienced Researchers

  2 min read · Mon, Sep 29 2025

  Awards News

  uncertainty quantification stochastic differential equations Stochastic Optimal Control

  KAUST alumnus Abdul-Lateef Haji-Ali receives Humboldt Fellowship for advances in stochastic modeling

June 2025

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  Workshop Stochastic Numerics and Statistical Learning: Theory and Applications - May 2025

  1 min read · Tue, Jun 3 2025

  News

  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

March 2025

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  Elsiddig Awadelkarim Elsiddig successfully defended his PhD Thesis

  2 min read · Wed, Mar 26 2025

  News

  On March 26, 2025, Elsiddig Awadelkarim Elsiddig successfully defended his PhD Thesis entitled "Some Contributions to Particle and Unbiased Simulation Methods".

February 2025

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  Chiheb Ben Hammouda and Michael Samet's research visit to KAUST

  1 min read · Wed, Feb 19 2025

  News

  During the first two weeks of February 2025, Prof. Chiheb Ben Hammouda and Michael Samet visited the Stochastic Numerics Group at KAUST. Their visit marked a fruitful collaboration on a project on stochastic optimal control for intraday renewable energy trading.

December 2024

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  Yang Liu successfully defended his PhD Thesis

  1 min read · Wed, Dec 4 2024

  News

  On December 4, 2024, Yang Liu successfully defended his PhD Thesis entitled "Multilevel sampling and goal-oriented adaptive finite elements for random PDEs and advances in randomized quasi-Monte Carlo".

May 2024

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  Gaukhar Shaimerdenova successfully defended her PhD Thesis

  2 min read · Thu, May 16 2024

  News

  On May 15, 2024, Gaukhar Shaimerdenova successfully defended her Ph.D. thesis entitled " Hierarchical ensemble-based data assimilation and rare event tracking ". Committee chairperson: Prof. Raúl Tempone, AMCS, KAUST. External examiner: Prof. Sumeetpal Singh , Tibra Foundation Chair in Mathematical Sciences, School of Mathematics, U niversity of Wollongong. Committee members: Prof. Omar Knio, AMCS, KAUST, Prof. Ibrahim Hoteit, PSE, KAUST, Prof. Håkon Hoel, University of Oslo, Prof. Nadhir Ben Rached, University of Leeds . Abstract: This thesis consists of three papers considering, in general
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  Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2024

  1 min read · Mon, May 13 2024

  News

  The Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2024 is an engaging and insightful event for researchers, faculty members and students interested in stochastic algorithms, statistical learning, optimization and approximation. This year, the workshop focuses on contributions that offer mathematical foundations for algorithmic analysis or highlight relevant applications.

April 2024

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  New Publication in Optimization Methods and Software by Our Research Team

  1 min read · Wed, Apr 3 2024

  News

  We are proud to announce a significant achievement by our research team: the acceptance of our paper, "Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization," in the prestigious journal Optimization Methods and Software. This work is a collaborative effort by André Carlon, a postdoctoral fellow at the Stochastic Numerics group at KAUST, Raúl Tempone, the PI of the group, and Luis Espath, a professor at the University of Nottingham. Our research presents a novel approach to improving the performance of stochastic optimization

February 2024

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  StochNum Alumni Joakim Beck

  1 min read · Mon, Feb 12 2024

  News

  Alumni Dr. Joakim Beck served in our Stochastic Numerics group at KAUST from 2016 to January 2024, first as a Postdoctoral Fellow and later as a Research Scientist. He has recently accepted a faculty position at the Center for Integrative Petroleum Research (CIPR) at King Fahd University of Petroleum and Minerals (KFUPM), and started in February 2024. With a solid background in chemical engineering, stochastics, uncertainty quantification, numerical methods, and statistical science, Dr. Beck is well-equipped to contribute to CIPR's research initiatives. His expertise is expected to support the
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  A new Ph.D. student joins the team

  1 min read · Wed, Feb 7 2024

  News

  In February 2024, student Leon Wilkosz joined KAUST through the Stochastic Numerics Research Group, where he will pursue his Ph.D. studies under Prof. Raul Tempone's supervision. StochNum Team wishes an excellent experience for Leon!

December 2023

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  StochNum student Michael Samet achieved his Master's degree

  1 min read · Wed, Dec 20 2023

  News

  With immense pride, I dedicate this notable achievement to my cherished family, close friends, esteemed research collaborators, and the instructors from my past, all of whom have been pillars of support and encouragement throughout my transformative journey at KAUST. Particularly, I want to express my deepest gratitude to my academic advisor, Prof. Raùl Tempone, and my mentor, Prof. Chiheb Ben Hammouda, for their invaluable guidance during my MSc. studies and my wife, Hela, for her enduring patience and unwavering support. KAUST stands as a unique academic haven, fostering growth in an
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  Prof. Raul Tempone's talk in Edinburgh Mathematical Society, Dundee

  1 min read · Wed, Dec 20 2023

  News

  Uncertainty Quantification (UQ) emerges as a guiding force in the turbulent sea of data-driven domains, from energy to health. This talk presents a methodology that harnesses UQ for robust renewable energy forecasting, employing a stochastic differential equation model that sails beyond the challenges of wind and solar predictability. Shifting the focus to biomedical imaging, we unveil a novel UQ approach that dives into the depths of MRI analysis, providing more precise insights into cardiac health without being anchored to specific segmentation techniques. Embark on a voyage that highlights
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  StochNum student Eya ben Amar successfully completed her Master's degree

  1 min read · Tue, Dec 19 2023

  News

  Eya Ben Amar recently participated in the KAUST 2023 commencement ceremony, marking a significant achievement as a Master's graduate in the Computer, Electrical, and Mathematical Sciences and Engineering Division.
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  Research visit to RWTH, Aachen by Andre Carlon

  1 min read · Sun, Dec 10 2023

  News

  Between November 21st and December 2nd, André Carlon, one of the postdocs in our group, visited the Chair of Uncertainty Quantification (UQ) at RWTH University in Aachen, Germany. His visit was marked by fruitful collaborations on various UQ-related projects. In the photo, from left to right, are Dr. Alexander Litvinenko, Group Leader in UQ, Prof. Abdul-Lateef Haji-Ali, Associate Professor at Heriot-Watt University, and André Carlon

November 2023

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  Edinburgh Mathematical Society Welcomes Prof. Raul Tempone for a Pioneering Lecture in Dundee

  1 min read · Mon, Nov 13 2023

  News

  The Edinburgh Mathematical Society (EMS), established in 1883 as a cornerstone of the Scottish Mathematical Sciences community, will host an invited lecture by Prof. Raúl Tempone. Holding the prestigious Alexander von Humboldt Chair of Mathematics for Uncertainty Quantification, Prof. Tempone will deliver the talk “Navigating the Unknown: Harnessing Uncertainty in Renewable Energy and Heart Health.” Scheduled for Friday, 24th November 2024, from 15:30 to 16:30 in Fulton F20, this lecture offers insights into applying mathematical principles in critical areas of renewable energy and heart
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  StochNum welcomed visiting scholar Jonas Latz

  1 min read · Sun, Nov 12 2023

  News

  Jonas Latz, a Lecturer (Assistant Professor) at the University of Manchester, UK, visited the Stochastic Numerics group at KAUST this week. He presented his current research on continuous-time Markov processes in optimisation and Bayesian inference under large-scale data. In multiple discussions, Jonas and the group members developed new ideas for joint future projects at the intersection of partial differential equations and machine learning.
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  Research visit to RWTH Aachen by Aku Kammonen and Erik von Schwerin

  1 min read · Tue, Nov 7 2023

  News

  Aku Kammonen and Erik von Schwerin visited the MATH4UQ chair at RWTH Aachen. During the visit to the chair, they worked on an ongoing collaboration with Dr. Anamika Pandey. This research builds on previous work by Kammonen and co-authors, published in the paper Adaptive random Fourier features with Metropolis sampling. They also had the opportunity to discuss research with several students at the chair. Aku and Erik would like to thank all of their hosts for making it a memorable and productive visit.
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  Saifeddine ben Naamia and Eliza Rezvanova visited KTH Royal Institute of Technology in Stockholm Sweden

  1 min read · Mon, Nov 6 2023

  News

  In an exciting development, two StochNum students Saifeddine ben Naamia and Eliza Rezvanova , have been granted the opportunity to explore KTH Royal Institute of Technology in Stockholm and collaborate with esteemed academics. This international endeavor aims to foster academic exchange and enrich their knowledge. Their visit to KTH not only signifies a milestone in the academic journey but also stands as a testament to the importance of international collaboration in advancing research and knowledge.

October 2023

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  Prof. Raul Tempone visited German Aerospace Center (DLR) in Kolen, Germany

  1 min read · Tue, Oct 24 2023

  News

  On October 18th, 2023, Alexander von Humboldt Prof. Raúl Tempone visited the DLR center in Koln, Germany. Hosted by Prof. Michael Felderer and his team, the visit provided a valuable platform for knowledge exchange. Prof. Tempone presented the structure and mission of his research group. Prof. Michael Felderer, Director of the Institute for Software Technology (SC) at DLR, emphasized the institute's vital role in large language models and software development. His insights showcased the SC's significant contributions to engineering applications and technological innovations. Achim Basermann
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  Eya Ben Amar successfully defended her Masters thesis

  1 min read · Thu, Oct 12 2023

  News

  In a remarkable display of academic excellence, On Oct. 11, 2023, Eya Ben Amar successfully defended her Masters proposal entitled “Stochastic differential equations for performance analysis of wireless communication systems” Committee Chairperson: Prof. Raúl Tempone, AMCS, KAUST Committee Members: Prof . Ajay Jasra, AMCS, KAUST Prof. Mohamed-Slim Alouini, AMCS, KAUST Abstract: This thesis addresses the challenge of characterizing the time-varying nature of fading channels. The current time invariant models often fall short in capturing and tracking these dynamic characteristics. To overcome
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  StochNum warmly welcomed visiting students Owen Douglas from University of Oxford and Arved Bartuska from RWTH

  1 min read · Sun, Oct 1 2023

  News

  In a melting pot of intellectual pursuits, we warmly welcomed two visiting students Arved and Owen, as they embarked on an exciting academic journey. Owen Douglas from University of Oxford is conducting a project in neural networks applied to stochastic equations. Arved Bartuska from RWTH Aachen University is working on his thesis "Hierarchical Methods for Bayesian Optimal Experimental Design" under the supervision of prof. Raul Tempone. He is also collaborating on two underlying research papers with Dr. Andre Carlon. The goal of the project is to develop efficient estimators for nested

September 2023

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  Erik von Schwerin and Aku Kammonen visited RWTH Aachen University in last week of September

  1 min read · Wed, Sep 20 2023

  News

  For two weeks in August and September 2023, Aku Kammonen and Erik von Schwerin visited the MATH4UQ chair at RWTH Aachen. During the visit to the chair, they enjoyed informal research discussions with all present group members. They mainly focused on an ongoing collaboration with Dr. Anamika Pandey. This research builds on previous work by Kammonen and co-authors, published in the paper Adaptive random Fourier features with Metropolis sampling. Aku and Erik would like to thank their hosts for their kind hospitality

August 2023

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  Research Scientist Erik von Schwerin participation at ADMOS 2023 Conference in Gothenburg, Sweden

  1 min read · Wed, Aug 23 2023

  News

  Erik von Schwerin participated in the conference ADMOS 2023 with a talk based on the paper Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates. This 11th iteration of the ADMOS conferences was held in Gothenburg, Sweden, on 19-21 June 2023. It attracted a strong international group of researchers and practitioners in adaptive modeling and simulation. Abstract: In this study, we present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE
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  StochNum welcomed three collaborators in August 2023

  1 min read · Mon, Aug 7 2023

  News

  In an exciting collaboration for our esteemed research group, we are delighted to announce the visit of three highly regarded collaborators who joined us for an insightful and fruitful exchange of ideas. This visit promises to enhance our ongoing research efforts and pave the way for exciting future collaborations. Dr. Eduardo Jaber from Ecole Polytechnique France, Dr. Christian Bayer from WIAS institute Berlin and Dr. Burcu Aydogan from RWTH Aachen University joined us in the beginning of August. Simon Breneis a PhD student from WIAS Berlin also joined them. They work on an optimal execution
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  Eliza Rezanova successfully defended her PhD proposal

  2 min read · Thu, Aug 3 2023

  News

  In a remarkable display of academic excellence, On July 26, 2023, Eliza Rezanova successfully defended her PhD Proposal entitled “ Stochastic optimal control of renewable energy”. Committee Chairperson: Prof. Raúl Tempone, AMCS, KAUST Committee Members: Prof . Daniele Boffi, AMCS, KAUST Prof. David Bolin, AMCS, KAUST Abstract: Considering the large-scale development of renewable energy resources globally, and the high variability of these sources, the control optimization (scheduling) of energy supply systems is becoming increasingly crucial for the efficient use of production facilities to
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  Yang Liu successfully defended his PhD proposal

  1 min read · Thu, Aug 3 2023

  News

  In a remarkable display of academic excellence, On May 3, 2023, Yang Liu successfully defended his PhD proposal entitled " Hierarchical sampling techniques and goal-oriented adaptive finite element methods with application to elliptic PDEs with lognormal coefficients. Committee Chairperson: Prof. Raúl Tempone, AMCS, KAUST Committee Members: Prof . Daniele Boffi, AMCS, KAUST Prof. David Bolin, AMCS, KAUST Abstract: We propose our Adaptive Multilevel Monte Carlo (AMLMC) method to solve an elliptic partial differential equation with lognormal random input data where the PDE model has geometry
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  Saifeddine Ben Naamia successfully defended his MSc thesis

  2 min read · Thu, Aug 3 2023

  News

  In a remarkable display of academic excellence, On June 9, 2023, Saifeddine Ben Naamia successfully defended his Msc. thesis entitled " Data driven UQ for wind and solar production using SDE models with generalized diffusion coefficient and stochastic optimization Committee Chairperson: Prof. Raúl Tempone, AMCS, KAUST Committee Members: Prof . Ajay Jasra, AMCS, KAUST Prof. Mohamed-Slim Alouini, AMCS, KAUST Abstract: In the first part of the thesis, we focus on the development of a generalized Itoˆ stochastic differential equation (SDE) model to assess the uncertainty of de- terministic
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  Stochnum PhD Student Michael Samet participation at SIAM Conference on Financial Mathematics and Engineering (FM23)

  1 min read · Tue, Aug 1 2023

  News

  The recently concluded SIAM Conference on Financial Mathematics and Engineering (FM23) witnessed a presentation by a PhD student of our group, Michael Samet, on Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models . The Conference held at Philadelphia, Pennsylvania, U.S. , between June 6-9, 2023. Abstract : High-dimensional option pricing using Fourier-based approaches is still active area of intensive research. When the expression of characteristic function is available, carefully designed Fourier pricing methods are prominent because they profit from high
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  Stochnum PhD Student Eya Ben Amar attended Summer School CEMRACS 2023 at Marseille, France

  1 min read · Tue, Aug 1 2023

  News

  Eya Ben Amar attended S ummer School CEMRACS 2023, that was held in Marseille, France, from July 17-21, 2023. The Summer School welcomed a diverse group of students from different backgrounds creating a vibrant and inclusive learning. The program offered a wide range of courses, allowing students to explore various fields of interest and discover their passions. Eya attended five courses on “Scientific Machine Learning”.
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  Stochnum PhD Student Yang Liu participation at ECCOMAS-YIC23 Conference

  1 min read · Tue, Aug 1 2023

  News

  A phd student of our group Yang Liu participated in the confernce ECCOMAS-YIC23 and had a presentation, on Nonasymptotic QMC convergence analysis for elliptic PDE with lognormal coefficients . The Conference held at Porto, Portugal between June 19-21, 2023. Abstract : This study analyzes the nonasymptotic convergence behavior of the quasi- Monte Carlo (QMC) method with applications to linear elliptic partial differen- tial equations (PDEs) with lognormal coefficients. Following the error analysis in (Owen, 2006), we derive a non-asymptotic convergence estimate, which de- pends on the specific
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  Post-Doc Aku Jakko Kammonen participation at UNCECOMP 2023, 5th International Conference on Uncertainty Quantification in Computational Science and Engineering

  1 min read · Tue, Aug 1 2023

  News

  A postdoctoral fellow of our group Dr. Aku Jaakko Kammonen participated in the recently concluded UNCECOMP 2023, 5th International Conference on Uncertainty Quantification in Computational Science and Engineering and presented a talk on Adaptive random Fourier features based on Metropolis sampling . The Conference held at Athens, Greece, between June 12-14, 2023. Abstract : The supervised learning problem to approximate a function f by a neural network approximation with one hidden layer of width K is studied as a random Fourier features algorithm. Here the mean square loss problem can be
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  PhD Student Eya ben Amar participation at 14th International Conference on Monte Carlo Methods and Applications (MCM23)

  1 min read · Tue, Aug 1 2023

  News

  A PhD student of our group Eya ben Amar participated in the recently concluded 14 th International Conference on Monte Carlo methods and applications (MCM23) and presented a talk on State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables . The Conference held at Sorbonne University, Paris between June 26-30, 2023. Abstract : Estimating the expectations of functionals applied to sums of random variables (RVs) is a well-known problem encountered in many challenging applications. Generally, closed-form expressions of these quantities
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  Post-Doc Aku Jakko Kammonen participation at Siam Conference on Computational Science and Engineering (CSE23)

  1 min read · Tue, Aug 1 2023

  News

  A postdoctoral fellow of our group Dr. Aku Jaakko Kammonen participated in the recently concluded Conference on Computational Science and Engineering (CSE23) and presented a talk on Adaptive random Fourier features based on Metropolis sampling. The Conference held at Amsterdam, Netherlands, between February 26 - March 3, 2023. Abstract: The supervised learning problem to approximate a function $f:\mathbb R^d\to\mathbb R$ by a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hat\beta_k e^{{\mathrm{i}}\omega_k\cdot x}$ with one hidden layer is studied as a random Fourier