Publications Pages
List of completed Master Theses Ons Chaabene, "Supply Chain Modeling Under Uncertainty", MS-thesis, KAUST, October 2024. Eya Ben Amar, "Stochastic differential equations for performance analysis of wireless communication systems", MS-thesis, KAUST, October 2023. Michael Samet, "Hierarchical Adaptive Quadrature and Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options", MS-thesis, KAUST, July 2023. Saifeddine Ben Naamia, "Data driven UQ for wind and solar production using SDE models with generalized diffusion coefficient and stochastic optimization", MS-thesis, KAUST, June
List of Completed PhD Theses Amin Wu, "Bayesian Parameter Inference for Partially Observed Continuous-Time Processes", Ph.D. thesis, KAUST March 2026. Elsiddig Awadelkarim Elsiddig, "Some Contributions to Particle and Unbiased Simulation Methods", Ph.D. thesis, KAUST March 2025. Yang Liu, "Multilevel sampling and goal-oriented adaptive finite elements for random PDEs and advances in randomized quasi-Monte Carlo", Ph.D. thesis, KAUST November 2024. Gaukhar Shaimerdenova, "Hierarchical ensemble-based data assimilation and rare event tracking", Ph.D. thesis, KAUST May 2024. Marco Ballesio,