Ph.D. Dissertation Defense

Oct 11 - Oct 17, 2026

Unbiased and Multilevel Monte Carlo Methods for Parameter Inference in Latent Stochastic Systems

Miguel Angel Alvarez Ballesteros, Ph.D. Student, Applied Mathematics and Computational Science

Oct 14, 11:00 - 13:00

B2 R5209

Monte carlo methods Monte Carlo stochastic optimization markov chains approximation

Aug 2 - Aug 8, 2026

KAUST CEMSE AMCS Ph.D. Dissertation Defense Eliza Rezvanova Stochastic Optimal Control with Applications to Renewable Energy and Partially Observed Systems

Stochastic Optimal Control with Applications to Renewable Energy and Partially Observed Systems

Eliza Rezvanova, Ph.D., Applied Mathematics and Computational Science

Aug 6, 15:00 - 17:00

B5 R5209; Zoom Meeting 4569553742

Partially Observed Stochastic Optimal Control Stochastic Optimal Control renewable energy Dynamic programming

Mar 23 - Mar 29, 2025

Some Contributions to Particle and Unbiased Simulation Methods

Elsiddig Awadelkarim Elsiddig, Postdoctoral Research Fellow, Statistics

Mar 26, 10:00 - 12:00

B3 L5 R5209; Zoom Meeting 95303621356

Bayesian Statistics machine learning

Dec 1 - Dec 7, 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 , Postdoctoral Research Fellow, Applied Mathematics and Computational Science

Dec 4, 16:00 - 18:30

B2, L5, R5209

May 12 - May 18, 2024

Hierarchical ensemble-based data assimilation and rare event tracking

Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group

May 15, 10:00 - 12:00

B4 L5 R5220

numerical analysis

Jan 9 - Jan 15, 2022

Multilevel Methods for Stochastic Forward and Inverse Problems

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

Jan 12, 11:00 - 12:00

KAUST

Jun 28 - Jul 4, 2020

Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks

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

Jul 2, 14:00 - 16:00

KAUST

hierarchical approximation methods option pricing Computational biology

Feb 3 - Feb 9, 2019

Efficient Numerical Methods for High-Dimensional Approximation Problems

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

Feb 6, 10:00 - 11:30

B4 L5 R5220

numerical methods

Oct 7 - Oct 13, 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 Science

Oct 8, 09:00 - 10:30

B1 R3119

Sep 23 - Sep 29, 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

Aug 20 - Aug 26, 2017

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

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

Aug 24, 15:00 - 16:30

B3 R5209

stochastic differential equations

May 15 - May 21, 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

May 3 - May 9, 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

Jan 25 - Jan 31, 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