Event Content

Content Type

First Letter

A (12) | B (8) | C (3) | D (7) | E (5) | G (2) | H (4) | K (1) | M (7) | O (5) | P (5) | R (7) | S (17) | T (2) | U (2) | V (1) | W (2)

	Jan 18, 15:00 - 16:00, A Bayesian level-set approach for geometric inverse problems (B1 R4214), Prof. Marco A. Iglesias, School of Mathematical Sciences, University of Nottingham	Seminar
	Feb 17, 14:00 - 15:00, A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Stochastic Optimal Control with Discrete Observations (Zoom), Saifeddine Ben Naamia, Ph.D. student, Department of Mathematics, RWTH Aachen University	Partially Observed Stochastic Optimal Control, UQ Hybrid Seminar
	Sep 8, 14:30 - 16:00, A regularising ensemble Kalman method for PDE-constrained inverse problems By Prof. Marco Iglesias (University of Nottingham, U.K.) (B1 R4214), Dr. Marco A. Iglesias, Assistant Professor in Scientific Computation, School of Mathematical Sciences, University of Nottingham	Seminar
	Oct 31, 12:00 - 13:00, A Sample from the Stochastic Numerics Group by Prof. Raul Tempone (B9 L2 R2322 H1), Raul Tempone, Professor, Applied Mathematics and Computational Science	Seminar
	Feb 11, 15:00 - 16:00, Accurate Filtering With 3DVAR For Dissipative Systems By Dr. Kody Law (University of Warwick, United Kingdom) (B1 R4214), Dr. Kody Law, Postdoctoral Research Fellow, University of Warwick, United Kingdom	Seminar
	Jan 6, 09:00 - Jan 10, 17:00, Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014) (B4 B5 A0215), Raul Tempone, Professor, Applied Mathematics and Computational Science	algorithms, uncertainty quantification, Workshop
	Jan 6, 09:00 - Jan 9, 17:00, Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015) (B4 B5 A0215), Raul Tempone, Professor, Applied Mathematics and Computational Science	algorithms, uncertainty quantification, Workshop
	Jan 5, 08:30 - Jan 10, 18:30, Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016) (B4 B5 A0215), Omar Knio, Dean, Computer, Electrical and Mathematical Sciences and Engineering	Workshop
	Mar 6, 15:00 - 16:00, An a posteriori error estimate for Symplectic Euler approximation of optimal control problems By Prof. Mattias Sandberg (B1 R4214), Prof. Mattias Sandberg Associate Professor, KTH Royal Institute of Technology, Sweden	Seminar
	Apr 29, 14:00 - 15:00, An Integrated Approach for Model-Based Systems and Software Engineering (B1 R4214), Prof. Jacques Duysens, Systems Business Development Director for EMEA at ANSYS, Inc	Seminar
	Oct 1, 15:30 - Oct 6, 17:00, An Introduction to Stochastic Control Theory By Prof. Boualem Djehiche (KTH Royal Institute of Technology, Stockholm, Sweden) (B1 R4214), Prof. Boualem Djehiche, KTH Royal Institute of Technology, Stockholm, Sweden	Seminar
	Nov 5, 15:00 - 16:00, Approximation of Stochastic PDE’s Involving White Noises By Prof. Hassan Manouzi (Laval University, Quebec, Canada) (B1 R2418), Prof. Hassan Manouzi, Applied Mathematics, Laval University, Quebec, Canada	Seminar
	Apr 29, 15:00 - 16:00, Basic Principles of Mixed Virtual Element Methods By Prof. L. Donatella Marini (Universita di Pavia, Italy) (B1 R4214), Prof. L. Donatella Marini	Seminar
	Mar 25, 10:30 - Apr 24, 12:00, Bayesian Analysis of Stochastic Process Models (AMCS 390) By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy) (B9 R2132), Prof. Fabrizio Ruggeri, Italian National Research Council, Milano, Italy	Seminar
	Nov 11, 15:00 - 16:00, Bayesian Estimation Of Thermal Conductivity in Polymethyl Methacrylate By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy) (B1 R4214), Prof. Fabrizio Ruggeri, Italian National Research Council, Milano, Italy	Seminar
	Oct 23, 12:00 - 13:00, Bayesian experimental designs by Prof. Marco Scavino (visiting Faculty at KAUST) (B9 R2322), Marco Scavino, Associate Professor in Statistics, Universidad de la República in Montevideo, Uruguay	data analysis, statistical analysis, Stochastic Modeling, Seminar
	Apr 22, 14:00 - 15:00, Bayesian inference as optimal transportation By Prof. Youssef Marzouk Massachusetts Institute of Technology, USA (B1 R4214), Prof. Youssef Marzouk, Massachusetts Institute of Technology, USA	bayesian inference, sequential Monte Carlo, Seminar
	Mar 3, 10:00 - 12:00, Bayesian Inference for Partially Observed Continuous-Time Processes (B5 L5 R5220), Amin Wu, Ph.D. Student, Statistics	bayesian inference, markov chains, McKean-Vlasov SDEs, Monte Carlo
	Jan 22, 16:00 - 17:00, Bayesian OED for core-flooding experiment application based on Laplace Approximation by Longting Mo (Visiting Master student, Nanjing University, China) (B1 R4214), Longting Mo, Visiting Student, Stochastic Numerics Research Group	Laplace approximation, Seminar
	Apr 30, 11:00 - 12:00, Bayesian Optimal Experimental Design Using Multilevel Monte Carlo By Chaouki ben Issaid (Master Student of Prof. Raul Tempone, KAUST) (B1 R4214), Chaouki ben Issaid, Ph.D., Statistics	Laplace approximation, Multilevel Monte Carlo, Thesis Defense
	Feb 6, 14:00 - 15:00, Causality and Bayesian network PDE for multiscale representations of porous media by Dr. Eric Hall (B1 L4 R4214), Dr. Eric Hall	Seminar
	Sep 10, 14:30 - 16:00, Chebyshev nodes in multiple dimensions by PhD candidate Sören Wolfers (KAUST) (B1 R4214), Sören Wolfers, Ph.D., Applied Mathematics and Computational Science	Seminar
	Sep 26, 15:00 - 16:00, Covariance Eigenproblems and their Numerical Treatment By Prof. Oliver Ernst (Technical University Bergakademie Freiberg, Germany) (B1 R4214), Prof. Oliver Ernst, Technical University Bergakademie Freiberg, Germany	Seminar
	Feb 17, 09:00 - 11:15, Data Assimilation - Part 1 (B3 R5520), Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group	data assimilation, Course
	Feb 20, 15:00 - 17:30, Data Assimilation - Part 2 (B3 R5520), Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group	data assimilation, Course
	Mar 31, 13:00 - 14:00, Deep Learning Methods for Backward Stochastic Volterra Integral Equations with Applications (Zoom), Prof. Nacira Agram, Department of Mathematics, KTH Royal Institute of Technology, Stockholm, Sweden	Deep learning, Stochastic Control, UQ Hybrid Seminar
	Nov 25, 15:00 - 16:00, Discontinuous Galerkin approximation to the Vlasov-Poisson system By Dr. Blanca Ayuso de Dios (Centre de Recerca Matematica at Barcelona) (B1 R4214), Dr. Blanca Ayuso de Dios, Centre de Recerca Matematica at Barcelona	Partial Differential Equations, Seminar
	Apr 30, 16:00 - 17:00, Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks by Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST) (B1 R4214), Chiheb Ben Hammouda, Ph.D., Applied Mathematics and Computational Science	Thesis Defense
	Mar 10, 18:00 - 19:00, Dynamic measure transport for sampling and quantization (Zoom), Youssef Marzouk, Professor, MIT	UQ Hybrid Seminar
	Apr 7, 13:00 - 14:00, Dynamical Low-Rank Approximations for Kalman Filtering (Zoom), Dr. Thomas Trigo Trindade, King Abdullah University of Science and Technology (KAUST)	UQ Hybrid Seminar
	Feb 6, 10:00 - 11:30, Efficient Numerical Methods for High-Dimensional Approximation Problems (B4 L5 R5220), Sören Wolfers, Ph.D., Applied Mathematics and Computational Science	numerical methods, Ph.D. Dissertation Defense
	Aug 24, 15:00 - 16:30, Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance by Juho Häppölä (B3 R5209), Juho Häppölä, Ph.D., Applied Mathematics and Computational Science	stochastic differential equations, Ph.D. Dissertation Defense
	Mar 24, 15:00 - 16:00, Ensemble Kalman Methods For Inverse Problems By Prof. Andrew Stuart (Warwick University, United Kingdom) (B1 R4214), Prof. Andrew Stuart, Warwick University, United Kingdom	Seminar
	May 2, 12:00 - 13:00, Estimating the expected information gain in Bayesian optimal experimental design (B9 L2 H1)	DLMC, DLMCIS, Graduate Seminar, optimization
	Feb 27, 15:00 - 16:30, Exact Sampling and Inference for Non-Linear Stochastic Differential Equations. Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore) (B1 R4214), Prof. Alexandros Beskos, Associate Professor at NUS, Singapore	Seminar
	Feb 11, 11:00 - 12:00, Game Theory Meets Computer Science and Engineering by Dr. Hamidou Tembine (B9 R4222), Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Oct 2, 15:00 - 16:00, Gaussian Beam Approximations of High Frequency By Prof. Olof Runborg (KTH, Sweden) (B1 R4214), Prof. Olof Runborg, Royal Institute of Technology (KTH), Stockholm, Sweden	Seminar
	Jul 2, 14:00 - 16:00, Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks (KAUST), Chiheb Ben Hammouda, Ph.D., Applied Mathematics and Computational Science	Computational biology, hierarchical approximation methods, option pricing, Ph.D. Dissertation Defense
	May 15, 10:00 - 12:00, Hierarchical ensemble-based data assimilation and rare event tracking (B4 L5 R5220), Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group	numerical analysis, Ph.D. Dissertation Defense
	Apr 22, 16:00 - Apr 23, 18:30, Hierarchical matrix introduction course by Dr. Alexander Litvinenko and Dr. Rio Yokota (KAUST Library), Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Nov 27, 10:30 - 12:00, Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations by Nadhir Ben Rached (B1 R4214), Nadhir Ben Rached, Ph.D., Applied Mathematics and Computational Science	Seminar
	May 22, 09:00 - May 28, 17:00, KAUST Uncertainty Quantification School on Numerical Methods for Direct and Inverse Problems (B9 H1)	Workshop
	Mar 3, 15:00 - 16:00, Mathematical, Computational and Theoretical Epidemiology: Challenges and Opportunities (B9 H1), By Prof. Carlos Castillo-Chavez, Regents Professor and Joaquin Bustoz Jr. Professor of Mathematical Biology at Arizona State University	Seminar
	Mar 25, 11:00 - 12:00, MCMC Sampling of Posterior Probability Distributions over Fields by Dr. Kody Law (B9 R4222), Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Feb 25, 14:00 - 15:00, Mean Field Games and Mean Field Type Control By Prof. Alain Bensoussan (Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas, USA) (B1 R4214), Prof. Alain Bensoussan, Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas, USA	Seminar
	Aug 28, 13:00 - 14:00, Multi-Index Monte Carlo: when sparsity meets sampling by Prof. Raul Tempone (B9 R2322 H1), Raul Tempone, Professor, Applied Mathematics and Computational Science	Monte Carlo, Seminar
	May 3, 14:00 - 15:00, Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks By Pedro Vilanova (PhD Student of Prof. Raul Tempone, KAUST) (Al Marsa Yacht Club), Pedro Andres Vilanova Guerra, Postdoctoral Research Fellow, Stochastic Numerics Research Group	Monte carlo methods, Ph.D. Dissertation Defense
	Jan 12, 11:00 - 12:00, Multilevel Methods for Stochastic Forward and Inverse Problems (KAUST), Marco Ballesio, Ph.D., Applied Mathematics and Computational Science	Ph.D. Dissertation Defense
	Dec 4, 16:00 - 18:30, Multilevel sampling and goal-oriented adaptive finite elements for random PDEs and advances in randomized quasi-Monte Carlo (B2, L5, R5209), Yang Liu , Postdoctoral Research Fellow, Applied Mathematics and Computational Science	Ph.D. Dissertation Defense
	Nov 6, 15:00 - 16:00, On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo by Prof. Raul Tempone (B9 R2322), Raul Tempone, Professor, Applied Mathematics and Computational Science	Seminar
	Nov 13, 16:30 - 17:30, On Generalized Fiducial Inference By Prof. Jan Hannig (Univ. of Carolina at Chapel Hill, USA) (B1 R4214), Prof. Jan Hannig University of North Carolina at Chapel Hill	Seminar
	Apr 21, 15:00 - 16:00, On the subsolution approach to efficient importance sampling By Prof. Boualem Djehiche (KTH, Stockholm, Sweden) (B1 R4214), Professor of mathematical statistics, KTH, Sweden	Seminar
	Mar 9, 11:00 - 12:00, Optimal Control and User Incentives in Cyber-Physical Systems by Dr. Hamidou Tembine (B9 R4222), Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Feb 4, 11:00 - 12:00, Overview of numerical methods for quantification of uncertainties by Dr. Alexander Litvinenko (B9 R4222), Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Mar 6, 15:00 - 16:00, Parametric Problems, Stochastic, and Identification By Prof. Hermann Matthies (ISCTUB, Germany) (B1 R4102), Prof. Hermann Matthies, Institute of Scientific Computing TU Braunschweig, Geramany	Seminar
	Dec 2, 15:00, PDE with Random Coefficients As A Problem in High-Dimensional Numerical Integration By Prof. Ian H. Sloan (University of New South Wales, Australia) (B1 R4214), Prof. Ian H. Sloan, University of New South Wales, Australia	Partial Differential Equations, Seminar
	May 19, 14:00 - 15:00, PhD Defense: Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations by Abdul Lateef Haji Ali, PhD candidate of Prof. Raul Tempone (KAUST) (B2 R5220)	Ph.D. Dissertation Defense
	Aug 8, 12:30 - 13:30, PhD Student Abdul Lateef Haji Ali to Present 'Monte Carlo Methods' Talk at University of Basel (KAUST)	Monte carlo methods, Multilevel Monte Carlo, stochastic particle systems, Seminar
	Apr 12, 14:30 - 16:00, Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models by Soumaya ElKantassi (B3 L5 R5209), Soumaya Elkantassi, M.S., Applied Mathematics and Computational Science	Thesis Defense
	May 4, 14:00 - 15:00, Random Flights By Prof. Enzo Orsingher (B1 R4214), Prof. Enzo Orsingher, Sapienza University of Rome, Italy	Seminar
	Mar 14, 12:00 - 13:00, Randomized quasi-Monte Carlo and Owen's boundary growth conditions: A spectral analysis (B9 L2 H2 H2), Yang Liu , Postdoctoral Research Fellow, Applied Mathematics and Computational Science	Graduate Seminar
	Oct 8, 09:00 - 10:30, Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems by Nadhir Ben Rached, PhD Student of Prof. Slim Alouini, KAUST (B1 R3119), Nadhir Ben Rached, Ph.D., Applied Mathematics and Computational Science	Ph.D. Dissertation Defense
	May 5, 16:00 - 17:00, Response Surface in low-rank Tensor Train Format for Uncertainty Quantification by Dr. Alexander Litvinenko (B9 H2 SHAXC 2 Workshop), Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Nov 12, 15:00 - 16:00, Rethinking Uncertainty Quantification By Prof. Edward Boone (B1 R4214), Prof. Edward Boone, Associate Professor, Department of Statistical Sciences and Operations Research	Seminar
	Mar 5, 14:30 - 15:30, Richardson extrapolation and finite difference schemes for SPDEs By Dr. Eric Joseph Hall (B1 R4214), Dr. Eric Joseph Hall, Postdoctoral Fellow, KTH Royal Institute of Technology, Sweden	Seminar
	Feb 10, 14:00 - 15:00, Robust Anomaly Detection under Severe Class Imbalance: An Adaptive Geometric Sampling Approach (Zoom), Kyoung-Sook Moon, Professor, Department of Finance & Big Data, Gachon University, Gyeonggi, Republic of Korea	UQ Hybrid Seminar
	Apr 10, 12:00 - 13:00, Scalable hierarchical algorithms for PDEs and UQ By Dr. Alexander Litvinenko and Dr. Rio Yokota (B9 H1), Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Mar 27, 14:00 - 15:00, SDEs with irregular coefficients By Prof. Arturo Kohatsu (Ritsumeikan University, Japan) (B1 R4214), Prof. Arturo Kohatsu, Ritsumeikan University, Japan	stochastic differential equations, Seminar
	Oct 14, 11:00 - 12:30, Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore) (B1 R4214), Prof. Ajay Jasra, National University of Singapore	Monte carlo methods, Seminar
	Feb 26, 09:00 - Sep 18, 10:30, Sequential Monte Carlo Samplers for Applications in High Dimensions Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore) (B1 R4214), Prof. Alexandros Beskos	Seminar
	Sep 17, 15:00 - 16:00, Sharp Complexity Bounds For Computing Quadrature Formulas for Marginal Distribution of SDEs By Prof. Thomas Mueller (University of Passau, Germany) (B1 R4214), Prof. Thomas Mueller, University of Passau, Germany	Seminar
	Jan 26, 14:00 - 15:00, Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models by Alvaro Moraes (Al Marsa Yacht Club), Alvaro Moraes, Postdoctoral Research Fellow, Stochastic Numerics Research Group	Ph.D. Dissertation Defense
	Oct 13, 14:00 - 15:00, Some aspects of time inconsistence in stochastic optimal control (B9 H1), Professor of mathematical statistics, KTH, Sweden	Seminar
	Mar 26, 10:00 - 12:00, Some Contributions to Particle and Unbiased Simulation Methods (B3 L5 R5209, Zoom Meeting 95303621356), Elsiddig Awadelkarim Elsiddig, Postdoctoral Research Fellow, Statistics	Bayesian Statistics, machine learning, Ph.D. Dissertation Defense
	Apr 26, 09:00 - Apr 30, 17:00, SRI UQ Annual Workshop 2013 (Auditorium L0 Between B4 and B5), Raul Tempone, Professor, Applied Mathematics and Computational Science	uncertainty quantification, Workshop
	May 8, 12:30 - 13:30, Static and Sequential Probabilistic Inverse Problems: An Extreme-Scale Challenge Application By Dr. Kody Law (B9 H2), Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Sep 26, 16:00 - 17:30, Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs with uncertainties by Zaid Sawlan (B3 R5209), Zaid Sawlan, Postdoctoral Research Fellow, Stochastic Numerics Research Group	Ph.D. Dissertation Defense
	Jul 15, 15:00 - 16:00, Stochastic Model Hyperreduction for Modeling and Quantifying Model-Form Uncertainties by Professor Charbel Farhat (B3 L5 R5220), Professor Charbel Farhat	Seminar
	May 15, 08:00 - May 28, 17:00, Stochastic Numerics and Statistical Learning: Theory and Applications Workshop (KAUST Campus), Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)	Workshop
	May 21, 08:00 - Jun 1, 17:00, Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2023 (B9), Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)	machine learning, statistical learning, stochastic algorithms, Workshop
	May 19, 08:00 - May 30, 17:00, Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2024 (B2 B3 A0215), Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)	machine learning, statistical learning, stochastic algorithms, Workshop
	May 18, 09:00 - May 25, 15:30, Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2025 (Auditorium 0215 between B2 & B3)	machine learning, statistical learning, stochastic algorithm, Workshop
	Apr 19 - 29, All day, Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2026 (Auditorium 0215 between B4 & B5)	numerical analysis, statistical learning, stochastic algorithm, Workshop
	Sep 16, 15:00 - 16:00, The Multi-Level Monte Carlo Technique for Approximation of Distribution Functions and an Application to AF4 By Prof. Klaus Ritter (Technische Universität Kaiserslautern, Germany) (B1 R4214), Prof. Klaus Ritter, Technische Universität Kaiserslautern	Seminar
	Mar 21, 12:00 - 13:00, Tracking rare events within the ensemble Kalman filtering (B9 L2 H2 H2), Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group	Graduate Seminar
	Feb 10, 15:00 - 16:00, Uncertainty quantification in Discrete Fracture Network models By Prof. Claudio Canuto (Dipartimento di Scienze Matematiche, Politecnico di Torino, Italy) (B1 R4214), Prof. Claudio Canuto, Polytechnic of Turin, Italy	discrete fracture network, Seminar
	Mar 13, 15:00 - 16:00, Uncertainty Quantification in Molecular Dynamics By Dr. Francesco Rizzi (John Hopkins University, USA) (B1 R3119), Dr. Francesco Rizzi, John Hopkins University, USA	uncertainty quantification, Seminar
	Apr 28, 15:00 - 16:00, Virtual Element Methods for linear elliptic PDEs (B9 H1 R2322), Prof. Franco Brezzi, Istituto Universitario di Studi Superiori - IUSS, Italy	Seminar
	Feb 2, 11:00 - 12:00, WEP 2014 - Distributed Strategic Learning by Dr. Hamidou Tembine (B9 R4222), Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Mar 3, 14:00 - 15:00, When Scores Learn Geometry: Rate Separations under the Manifold Hypothesis (Zoom), Xiang Li, Ph.D. student, Department of Computer Science, ETH Zurich	UQ Hybrid Seminar