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
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
Some aspects of time inconsistence in stochastic optimal control Professor of mathematical statistics, KTH, Sweden Oct 13, 14:00 - 15:00 B9 H1
Chebyshev nodes in multiple dimensions by PhD candidate Sören Wolfers (KAUST) Sören Wolfers, Ph.D., Applied Mathematics and Computational Science 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
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
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
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
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
On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo by Prof. Raul Tempone Raul Tempone, Professor, Applied Mathematics and Computational Science Nov 6, 15:00 - 16:00 B9 R2322
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
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
Multi-Index Monte Carlo: when sparsity meets sampling by Prof. Raul Tempone Raul Tempone, Professor, Applied Mathematics and Computational Science Aug 28, 13:00 - 14:00 B9 R2322 H1 Monte Carlo
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
Random Flights By Prof. Enzo Orsingher Prof. Enzo Orsingher, Sapienza University of Rome, Italy May 4, 14:00 - 15:00 B1 R4214
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
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
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
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
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
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
Mathematical, Computational and Theoretical Epidemiology: Challenges and Opportunities By Prof. Carlos Castillo-Chavez, Regents Professor and Joaquin Bustoz Jr. Professor of Mathematical Biology at Arizona State University Mar 3, 15:00 - 16:00 B9 H1
Exact Sampling and Inference for Non-Linear Stochastic Differential Equations. Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore) Prof. Alexandros Beskos, Associate Professor at NUS, Singapore Feb 27, 15:00 - 16:30 B1 R4214
Sequential Monte Carlo Samplers for Applications in High Dimensions Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore) Prof. Alexandros Beskos Feb 26, 09:00 - Sep 18, 10:30 B1 R4214
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) Prof. Alain Bensoussan, Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas, USA Feb 25, 14:00 - 15:00 B1 R4214
Game Theory Meets Computer Science and Engineering by Dr. Hamidou Tembine Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group Feb 11, 11:00 - 12:00 B9 R4222
Uncertainty quantification in Discrete Fracture Network models By Prof. Claudio Canuto (Dipartimento di Scienze Matematiche, Politecnico di Torino, Italy) Prof. Claudio Canuto, Polytechnic of Turin, Italy Feb 10, 15:00 - 16:00 B1 R4214 discrete fracture network
Overview of numerical methods for quantification of uncertainties by Dr. Alexander Litvinenko Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group Feb 4, 11:00 - 12:00 B9 R4222
WEP 2014 - Distributed Strategic Learning by Dr. Hamidou Tembine Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group Feb 2, 11:00 - 12:00 B9 R4222
Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations by Nadhir Ben Rached Nadhir Ben Rached, Ph.D., Applied Mathematics and Computational Science Nov 27, 10:30 - 12:00 B1 R4214
Discontinuous Galerkin approximation to the Vlasov-Poisson system By Dr. Blanca Ayuso de Dios (Centre de Recerca Matematica at Barcelona) Dr. Blanca Ayuso de Dios, Centre de Recerca Matematica at Barcelona Nov 25, 15:00 - 16:00 B1 R4214 Partial Differential Equations
A Sample from the Stochastic Numerics Group by Prof. Raul Tempone Raul Tempone, Professor, Applied Mathematics and Computational Science Oct 31, 12:00 - 13:00 B9 L2 R2322 H1
An Introduction to Stochastic Control Theory By Prof. Boualem Djehiche (KTH Royal Institute of Technology, Stockholm, Sweden) Prof. Boualem Djehiche, KTH Royal Institute of Technology, Stockholm, Sweden Oct 1, 15:30 - Oct 6, 17:00 B1 R4214
Bayesian Analysis of Stochastic Process Models (AMCS 390) By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy) Prof. Fabrizio Ruggeri, Italian National Research Council, Milano, Italy Mar 25, 10:30 - Apr 24, 12:00 B9 R2132
Ensemble Kalman Methods For Inverse Problems By Prof. Andrew Stuart (Warwick University, United Kingdom) Prof. Andrew Stuart, Warwick University, United Kingdom Mar 24, 15:00 - 16:00 B1 R4214
Uncertainty Quantification in Molecular Dynamics By Dr. Francesco Rizzi (John Hopkins University, USA) Dr. Francesco Rizzi, John Hopkins University, USA Mar 13, 15:00 - 16:00 B1 R3119 uncertainty quantification
Parametric Problems, Stochastic, and Identification By Prof. Hermann Matthies (ISCTUB, Germany) Prof. Hermann Matthies, Institute of Scientific Computing TU Braunschweig, Geramany Mar 6, 15:00 - 16:00 B1 R4102
Accurate Filtering With 3DVAR For Dissipative Systems By Dr. Kody Law (University of Warwick, United Kingdom) Dr. Kody Law, Postdoctoral Research Fellow, University of Warwick, United Kingdom Feb 11, 15:00 - 16:00 B1 R4214
PDE with Random Coefficients As A Problem in High-Dimensional Numerical Integration By Prof. Ian H. Sloan (University of New South Wales, Australia) Prof. Ian H. Sloan, University of New South Wales, Australia Dec 2, 15:00 B1 R4214 Partial Differential Equations
On Generalized Fiducial Inference By Prof. Jan Hannig (Univ. of Carolina at Chapel Hill, USA) Prof. Jan Hannig University of North Carolina at Chapel Hill Nov 13, 16:30 - 17:30 B1 R4214
Rethinking Uncertainty Quantification By Prof. Edward Boone Prof. Edward Boone, Associate Professor, Department of Statistical Sciences and Operations Research Nov 12, 15:00 - 16:00 B1 R4214
Bayesian Estimation Of Thermal Conductivity in Polymethyl Methacrylate By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy) Prof. Fabrizio Ruggeri, Italian National Research Council, Milano, Italy Nov 11, 15:00 - 16:00 B1 R4214
Approximation of Stochastic PDE’s Involving White Noises By Prof. Hassan Manouzi (Laval University, Quebec, Canada) Prof. Hassan Manouzi, Applied Mathematics, Laval University, Quebec, Canada Nov 5, 15:00 - 16:00 B1 R2418
Gaussian Beam Approximations of High Frequency By Prof. Olof Runborg (KTH, Sweden) Prof. Olof Runborg, Royal Institute of Technology (KTH), Stockholm, Sweden Oct 2, 15:00 - 16:00 B1 R4214
