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1 (2) | 2 (23) | A (84) | B (22) | C (18) | D (47) | E (23) | F (9) | G (13) | H (19) | I (5) | J (12) | K (11) | L (9) | M (49) | N (11) | O (12) | P (113) | Q (2) | R (18) | S (81) | T (8) | U (3) | V (5) | W (15) | X (1) | Y (6) | Z (3) | (2)

	Manuscript accepted in Computer Methods in Applied Mechanics and Engineering (News)	News
	Manuscript entitled "Pricing American options by exercise rate optimization" accepted in Quantitative Finance, and will be run as a feature (News)	News
	Marco Ballesio, Ph.D., Applied Mathematics and Computational Sciences	Stochastic Modeling, uncertainty quantification
	Marco Iglesias will be visiting the SRI Uncertainty Quantification Center during the period April 14 - 23, 2015 (News)	News
	Marco Iglesias will be visiting the SRI Uncertainty Quantification Center during the period Jan. 14 - 20, 2015 (News)	News
	Marco Iglesias will be visiting the Stochastic Numerics Research Group during the period 1-11 Sep. 2015 (News)	News
	Marco Scavino, Visiting Scholar, Stochastic Numerics Research Group	statistics, Stochastic Modeling
	Master Thesis from Stochastic Numerics Research Group
	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
	Matteo Icardi, Postdoctoral Research Fellow, Stochastic Numerics Research Group	computational fluid dynamics, High Performance Computing
	Mattias Sandberg to Visit SRI Uncertainty Quantification Center (News)	News
	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
	Melih Ucer, Postdoctoral Research Fellow, Applied Mathematics and Computational Sciences
	Meng Tang, Postdoctoral Research Fellow, Computer, Electrical and Mathematical Sciences and Engineering	spin-orbit torque, Spintronics, Spintronics devices, thin films
	Mhd. Emad Alolaby, Associate Editor, King Abdullah University of Science and Technology	5G networks, AI, deep learning, Digital Communications, GSM, MATLAB, Network Design, optical fiber, telecommunication
	Michael Samet, Ph.D. Student, Applied Mathematics and Computational Sciences
	Michael Samet successfully defended his MSc thesis (News)	News
	Miguel Angel Alvarez Ballesteros, Ph.D. Student, Applied Mathematics and Computational Sciences	Bayesian computational statistics, Monte carlo methods
	Mike Giles will be visiting the SRI Uncertainty Quantification Center during the period Jan. 12-17, 2014 (News)	News
	MIMClib: new open source library for UQ problems (News)	News
	Mohamed Ads, Visiting Student, King Abdullah University of Science and Technology
	Mohamed Afouene Melki, M.S. Student, Electrical and Computer Engineering
	Mohamed Maama, Postdoctoral Research Fellow, Stochastic Numerics Research Group
	Mohammad Motamed, Postdoctoral Research Fellow, Stochastic Numerics Research Group	numerical analysis, scientific computing
	Mohammed A Shukri, Consultant (former), King Abdullah University of Science and Technology	AI, BLE communication, Neural Networks, Python
	MS-Thesis Defense: Bayesian Optimal Experimental Design Using Multilevel Monte Carlo By Chaouki ben Issaid (Master Student of Prof. Raul Tempone, KAUST) (News)	News
	MS-Thesis Defense: Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks By Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST) (News)	News
	MS-Thesis Defense: Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations by Nadhir Ben Rached (News)	News
	Muhammad Dzaky Ivansyah, M.S. Student, Electrical and Computer Engineering
	Muhammad Esmat, Visiting Scholar (former), King Abdullah University of Science and Technology	machine learning, neural network
	Muhammad Muzzammil, Visiting Scholar (former), King Abdullah University of Science and Technology
	Muhanned Alsaif, M.S. Student (former), Electrical and Computer Engineering	communication systems, Localization, technology advancements.
	Multi Index Method, Mon, Jun 1 2015 - Wed, Jun 1 2016	Monte Carlo sampling
	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 Sciences	Monte Carlo, Seminar
	Multilevel Approximation of Stochastic Reaction Networks, Thu, Apr 24 2014 - Tue, May 10 2016
	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, PhD Dissertation Defense
	Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
	Multilevel ensemble Kalman filtering, Thu, Jan 1 - Mon, Jun 1 2015	Kalman filter
	Multilevel Ensemble Kalman filtering for spatially extended models
	Multilevel Ensemble Kalman Filtering with local-level Kalman Gains
	Jan 12, 11:00 - 12:00, Multilevel Methods for Stochastic Forward and Inverse Problems (KAUST), Marco Ballesio, Ph.D., Applied Mathematics and Computational Sciences	PhD Dissertation Defense
	Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty (News)	Multilevel Monte Carlo, Seismic Wave Propagation, News
	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 , Ph.D. Student, Applied Mathematics and Computational Sciences	PhD Dissertation Defense
	Multilevel weighted least squares polynomial approximation
	Multiscale Inference for Pure Jump Processes, Wed, Jan 1 - Mon, Dec 1 2014
	Nabil Mohammed, Research Scientist, Electrical and Computer Engineering	Microgrids, Power electronics, Renewable integrations, Renewable-based power systems
	Nadhir Ben Rached, Ph.D., Applied Mathematics and Computational Sciences	Monte Carlo, Wireless communication
	Nadhir Ben Rached succesfully defended his PhD Thesis (News)	News
	Najmeddine Dhieb, Research Engineer, Electrical and Computer Engineering	artificial intelligence, Deep learning, Generative AI and LLMs
	Nathan Quadrio, Visiting Student, Stochastic Numerics Research Group	Reservoir Modeling, uncertainty quantification
	Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
	New preprint available from research on quasi-Newton methods for stochastic optimization (News)	Bayesian Estimation, machine learning, stochastic optimization, News
	New Publication in Optimization Methods and Software by Our Research Team (News)	News
	New publication in Quantitative Finance Journal (News)	Adaptive sparse grid quadrature, Distribution functions, Greeks, Monte Carlo, Numerical smoothing, option pricing, Quasi-Monte Carlo, Richardson extrapolation, Risk estimation, News
	Nizar Ajeeb, Researcher (former), King Abdullah University of Science and Technology	data analysis, MATLAB, Programming language, Web Technologies
	Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation
	Oleg Serikov, Research Consultant, Adaptive Machine Learning
	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 Sciences	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
	On Jan. 26th, 2017, PhD Candidate Zaid Sawlan will present his Proposal Thesis Defense (News)	News
	On May 24th, 2015, PhD Candidate Abdul Lateef Haji Ali presented his Proposal Thesis Defense entitled "Optimizing Multilevel Stochastic Samplers: Monte Carlo and Sparse Grids" (News)	News
	On Sep. 26th, 2016, PhD Candidate Sören Wolfers presented his Proposal Thesis Defense entitled "Sparse methods for the numerical approximation of parametric PDE" (News)	News
	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
	Ons Chaabene, Ph.D. Student, Applied Mathematics and Computational Sciences
	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
	Our research on optimal experimental design is highlighted on KAUST discovery (News)	News
	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
	Owen Douglas, Visiting Student, Stochastic Numerics Research Group
	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
	Pedro Andres Vilanova Guerra, Postdoctoral Research Fellow, Stochastic Numerics Research Group
	Pedro Vilanova successfully defended his PhD Thesis (News)	News
	Peter Schmid, Professor, Mechanical Engineering	applied mathematics, computational methods, MATLAB, Signal processing
	Ph.D. candidate Gaukhar Shaimerdenova participated in SIAM Conference on Uncertainty Quantification (UQ22) (News)	News
	Ph.D. student Eliza Rezvanova visited RWTH Aachen University (News)	News
	Ph.D. student Yang Liu attended ECCOMAS Congress 2022 in Oslo (News)	News
	Ph.D. student Yang Liu attended WCCM-APCOM 2022 (News)	News
	Ph.D. student Yang Liu won the Finalist Award in the SIAM Hackathon (News)	News
	PhD Defense by Abdul Lateef Haji Ali (News)	News
	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)	PhD 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
	PhD Student Abdul Lateef Haji Ali to Present 'Monte Carlo Methods' Talk at University of Basel (News)	Monte carlo methods, News
	PhD student Abdul Lateef Haji Ali will give a contributed talk at the 10th IMACS Seminar on Monte Carlo Methods (MCM 2015), July 6-10, 2015, Linz, Austria (News)	News
	PhD student Abdul Lateef Haji Ali will give a minisymposium talk at the International Conference on Scientific Computation And Differential Equations 2015 (SciCADE 2015), University of Potsdam, Germany (News)	News
	PhD student Abdul Lateef Haji Ali will give an invited talk at University of Pavia (News)	News
	PhD student Abdul Lateef Haji Ali will give invited talks at the Congress on Industrial and Applied Mathematics (ICIAM 2015) in Beijing, China (News)	News
	PhD student Alvaro Moraes gave an invited talk at Royal Institute of Technology (KTH) (News)	News
	PhD student Alvaro Moraes has given an invited talk at CALTECH at Pasadena-USA (News)	News
	PhD Student Eya ben Amar participation at 14th International Conference on Monte Carlo Methods and Applications (MCM23) (News)	News
	PhD student Pedro Vilanova has given an invited talk in Uppsala University on Monte Carlo hybrid Chernoff tau leap method for stochastic simulation of chemical reaction networks (News)	News
	PhD students Abdul Lateef Haji Ali, Alvaro Moraes, and Pedro Vilanova participated in a poster session in the IX ERPEM - Ninth Regional Meeting on Probability and Mathematical Statistics - Balneario Solís, Uruguay (News)	News
	PhD Thesis Defense: Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks by Chiheb Ben Hammouda (News)	News
	PhD Thesis from Stochastic Numerics Research Group
	Post-Doc Aku Jakko Kammonen participation at Siam Conference on Computational Science and Engineering (CSE23) (News)	News
	Post-Doc Aku Jakko Kammonen participation at UNCECOMP 2023, 5th International Conference on Uncertainty Quantification in Computational Science and Engineering (News)	News
	Post-Doc André Carlon participation at MCQMC2022 in Linz (News)	bayesian inference, Stochastic Methods and Algorithms, News
	Post-Doc André Carlon participation at UNCECOMP2023 in Athens (News)	bayesian inference, Stochastic Methods and Algorithms, News
	Pricing American Options by Exercise Rate Optimization
	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 Sciences	Thesis Defense