Events

Dec 1 - Dec 8, 2024

KAUST-CEMSE-AMCS-Phd-dissertation-defense-yang-liu

Multilevel sampling and goal-oriented adaptive finite elements for random PDEs and advances in randomized quasi-Monte Carlo

Yang Liu , Ph.D. Student, Applied Mathematics and Computational Sciences

Dec 4, 16:00 - 18:30

B2, L5, R5209

May 12 - May 26, 2024

Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2024

Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)

May 19, 08:00 - May 30, 17:00

B2 B3 A0215

stochastic algorithms statistical learning machine learning

May 12 - May 19, 2024

Hierarchical ensemble-based data assimilation and rare event tracking

Gaukhar Shaimerdenova, Ph.D. Student, Applied Mathematics and Computational Sciences

May 15, 10:00 - 12:00

B4 L5 R5220

numerical analysis

Mar 17 - Mar 24, 2024

Tracking rare events within the ensemble Kalman filtering

Gaukhar Shaimerdenova, Ph.D. Student, Applied Mathematics and Computational Sciences

Mar 21, 12:00 - 13:00

B9 L2 H2 H2

Mar 10 - Mar 17, 2024

Randomized quasi-Monte Carlo and Owen's boundary growth conditions: A spectral analysis

Yang Liu , Ph.D. Student, Applied Mathematics and Computational Sciences

Mar 14, 12:00 - 13:00

B9 L2 H2 H2

May 14 - May 28, 2023

Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2023

Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)

May 21, 08:00 - Jun 1, 17:00

stochastic algorithms statistical learning machine learning

May 8 - May 22, 2022

Stochastic Numerics and Statistical Learning: Theory and Applications Workshop

Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)

May 15, 08:00 - May 28, 17:00

KAUST Campus

Jan 9 - Jan 16, 2022

Multilevel Methods for Stochastic Forward and Inverse Problems

Marco Ballesio, Ph.D., Applied Mathematics and Computational Sciences

Jan 12, 11:00 - 12:00

KAUST

Jun 28 - Jul 5, 2020

Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks

Chiheb Ben Hammouda, Ph.D., Applied Mathematics and Computational Sciences

Jul 2, 14:00 - 16:00

KAUST

hierarchical approximation methods option pricing Computational biology

Apr 28 - May 5, 2019

Estimating the expected information gain in Bayesian optimal experimental design

May 2, 12:00 - 13:00

B9 L2 H1

optimization DLMC DLMCIS

Feb 3 - Feb 10, 2019

Causality and Bayesian network PDE for multiscale representations of porous media by Dr. Eric Hall

Dr. Eric Hall

Feb 6, 14:00 - 15:00

B1 L4 R4214

Efficient Numerical Methods for High-Dimensional Approximation Problems

Sören Wolfers, Ph.D., Applied Mathematics and Computational Sciences

Feb 6, 10:00 - 11:30

B4 L5 R5220

numerical methods

Oct 7 - Oct 14, 2018

Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems by Nadhir Ben Rached, PhD Student of Prof. Slim Alouini, KAUST

Nadhir Ben Rached, Ph.D., Applied Mathematics and Computational Sciences

Oct 8, 09:00 - 10:30

B1 R3119

Sep 23 - Sep 30, 2018

Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs with uncertainties by Zaid Sawlan

Zaid Sawlan, Postdoctoral Research Fellow, Stochastic Numerics Research Group

Sep 26, 16:00 - 17:30

B3 R5209

Jul 8 - Jul 22, 2018

Stochastic Model Hyperreduction for Modeling and Quantifying Model-Form Uncertainties by Professor Charbel Farhat

Professor Charbel Farhat

Jul 15, 15:00 - 16:00

B3 L5 R5220

Aug 20 - Aug 27, 2017

Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance by Juho Häppölä

Juho Häppölä, Ph.D., Applied Mathematics and Computational Sciences

Aug 24, 15:00 - 16:30

B3 R5209

stochastic differential equations

Apr 9 - Apr 16, 2017

Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models by Soumaya ElKantassi

Soumaya Elkantassi, M.S., Applied Mathematics and Computational Sciences

Apr 12, 14:30 - 16:00

B3 L5 R5209

May 15 - May 29, 2016

KAUST Uncertainty Quantification School on Numerical Methods for Direct and Inverse Problems

May 22, 09:00 - May 28, 17:00

B9 H1

May 15 - May 22, 2016

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)

May 19, 14:00 - 15:00

B2 R5220

Jan 3 - Jan 10, 2016

Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)

Omar Knio, Professor, Applied Mathematics and Computational Sciences

Jan 5, 08:30 - Jan 10, 18:30

B4 B5 A0215

Oct 11 - Oct 18, 2015

Some aspects of time inconsistence in stochastic optimal control

Professor of mathematical statistics, KTH, Sweden

Oct 13, 14:00 - 15:00

B9 H1

Sep 6 - Sep 13, 2015

Chebyshev nodes in multiple dimensions by PhD candidate Sören Wolfers (KAUST)

Sören Wolfers, Ph.D., Applied Mathematics and Computational Sciences

Sep 10, 14:30 - 16:00

B1 R4214

A regularising ensemble Kalman method for PDE-constrained inverse problems By Prof. Marco Iglesias (University of Nottingham, U.K.)

Dr. Marco A. Iglesias, Assistant Professor in Scientific Computation, School of Mathematical Sciences, University of Nottingham

Sep 8, 14:30 - 16:00

B1 R4214

Aug 2 - Aug 9, 2015

PhD Student Abdul Lateef Haji Ali to Present 'Monte Carlo Methods' Talk at University of Basel

Aug 8, 12:30 - 13:30

KAUST

Monte carlo methods stochastic particle systems Multilevel Monte Carlo

Apr 26 - May 10, 2015

Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks By Pedro Vilanova (PhD Student of Prof. Raul Tempone, KAUST)

Pedro Andres Vilanova Guerra, Postdoctoral Research Fellow, Stochastic Numerics Research Group

May 3, 14:00 - 15:00

Al Marsa Yacht Club

Monte carlo methods

Apr 26 - May 3, 2015

Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks by Chiheb Ben Hammouda (Master Student of Prof. Raul Tempone, KAUST)

Chiheb Ben Hammouda, Ph.D., Applied Mathematics and Computational Sciences

Apr 30, 16:00 - 17:00

B1 R4214

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo By Chaouki ben Issaid (Master Student of Prof. Raul Tempone, KAUST)

Chaouki ben Issaid, Ph.D., Statistics

Apr 30, 11:00 - 12:00

B1 R4214

Multilevel Monte Carlo Laplace approximation

An Integrated Approach for Model-Based Systems and Software Engineering

Prof. Jacques Duysens, Systems Business Development Director for EMEA at ANSYS, Inc

Apr 29, 14:00 - 15:00

B1 R4214

Jan 25 - Feb 1, 2015

Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models by Alvaro Moraes

Alvaro Moraes, Postdoctoral Research Fellow, Stochastic Numerics Research Group

Jan 26, 14:00 - 15:00

Al Marsa Yacht Club

Jan 18 - Jan 25, 2015

Bayesian OED for core-flooding experiment application based on Laplace Approximation by Longting Mo (Visiting Master student, Nanjing University, China)

Longting Mo, Visiting Student, Stochastic Numerics Research Group

Jan 22, 16:00 - 17:00

B1 R4214

Laplace approximation

Jan 11 - Jan 25, 2015

A Bayesian level-set approach for geometric inverse problems

Prof. Marco A. Iglesias, School of Mathematical Sciences, University of Nottingham

Jan 18, 15:00 - 16:00

B1 R4214

Jan 4 - Jan 11, 2015

Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)

Raul Tempone, Professor, Applied Mathematics and Computational Sciences

Jan 6, 09:00 - Jan 9, 17:00

B4 B5 A0215

uncertainty quantification algorithms

Nov 2 - Nov 9, 2014

On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo by Prof. Raul Tempone

Raul Tempone, Professor, Applied Mathematics and Computational Sciences

Nov 6, 15:00 - 16:00

B9 R2322

Oct 19 - Oct 26, 2014

Bayesian experimental designs by Prof. Marco Scavino (visiting Faculty at KAUST)

Marco Scavino, Associate Professor in Statistics, Universidad de la República in Montevideo, Uruguay

Oct 23, 12:00 - 13:00

B9 R2322

statistical analysis data analysis Stochastic Modeling

Oct 12 - Oct 19, 2014

Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore)

Prof. Ajay Jasra, National University of Singapore

Oct 14, 11:00 - 12:30

B1 R4214

Monte carlo methods

Aug 24 - Aug 31, 2014

Multi-Index Monte Carlo: when sparsity meets sampling by Prof. Raul Tempone

Raul Tempone, Professor, Applied Mathematics and Computational Sciences

Aug 28, 13:00 - 14:00

B9 R2322 H1

Monte Carlo

May 4 - May 11, 2014

Static and Sequential Probabilistic Inverse Problems: An Extreme-Scale Challenge Application By Dr. Kody Law

Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group

May 8, 12:30 - 13:30

B9 H2

Response Surface in low-rank Tensor Train Format for Uncertainty Quantification by Dr. Alexander Litvinenko

Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group

May 5, 16:00 - 17:00

B9 H2 SHAXC 2 Workshop

Apr 27 - May 11, 2014

Random Flights By Prof. Enzo Orsingher

Prof. Enzo Orsingher, Sapienza University of Rome, Italy

May 4, 14:00 - 15:00

B1 R4214

Apr 27 - May 4, 2014

Basic Principles of Mixed Virtual Element Methods By Prof. L. Donatella Marini (Universita di Pavia, Italy)

Prof. L. Donatella Marini

Apr 29, 15:00 - 16:00

B1 R4214

Virtual Element Methods for linear elliptic PDEs

Prof. Franco Brezzi, Istituto Universitario di Studi Superiori - IUSS, Italy

Apr 28, 15:00 - 16:00

B9 H1 R2322

Apr 20 - Apr 27, 2014

Hierarchical matrix introduction course by Dr. Alexander Litvinenko and Dr. Rio Yokota

Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group

Apr 22, 16:00 - Apr 23, 18:30

KAUST Library

Bayesian inference as optimal transportation By Prof. Youssef Marzouk Massachusetts Institute of Technology, USA

Prof. Youssef Marzouk, Massachusetts Institute of Technology, USA

Apr 22, 14:00 - 15:00

B1 R4214

bayesian inference sequential Monte Carlo

On the subsolution approach to efficient importance sampling By Prof. Boualem Djehiche (KTH, Stockholm, Sweden)

Professor of mathematical statistics, KTH, Sweden

Apr 21, 15:00 - 16:00

B1 R4214

Apr 6 - Apr 13, 2014

Scalable hierarchical algorithms for PDEs and UQ By Dr. Alexander Litvinenko and Dr. Rio Yokota

Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group

Apr 10, 12:00 - 13:00

B9 H1

Mar 23 - Mar 30, 2014

SDEs with irregular coefficients By Prof. Arturo Kohatsu (Ritsumeikan University, Japan)

Prof. Arturo Kohatsu, Ritsumeikan University, Japan

Mar 27, 14:00 - 15:00

B1 R4214

stochastic differential equations

MCMC Sampling of Posterior Probability Distributions over Fields by Dr. Kody Law

Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group

Mar 25, 11:00 - 12:00

B9 R4222

Mar 2 - Mar 16, 2014

Optimal Control and User Incentives in Cyber-Physical Systems by Dr. Hamidou Tembine

Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group

Mar 9, 11:00 - 12:00

B9 R4222

Mar 2 - Mar 9, 2014

An a posteriori error estimate for Symplectic Euler approximation of optimal control problems By Prof. Mattias Sandberg

Prof. Mattias Sandberg Associate Professor, KTH Royal Institute of Technology, Sweden

Mar 6, 15:00 - 16:00

B1 R4214

Richardson extrapolation and finite difference schemes for SPDEs By Dr. Eric Joseph Hall

Dr. Eric Joseph Hall, Postdoctoral Fellow, KTH Royal Institute of Technology, Sweden

Mar 5, 14:30 - 15:30

B1 R4214