multilevel methods

Amin Wu

Amin Wu successfully defended her PhD Thesis

1 min read · Tue, Mar 3 2026

bayesian inference stochastic processes stochastic differential equations multilevel methods

On March 3, 2026, Amin Wu successfully defended her PhD Thesis entitled "Bayesian Inference for Partially Observed Continuous-Time Processes".

StochNum and Math4UQ participants SNSL Workshop 2025

New CRG award to develop scalable methods for partially observed stochastic optimal control

1 min read · Sat, Feb 28 2026

award uncertainty quantification Stochastic Optimal Control multilevel methods Computational mathematics

KAUST Stochastic Numerics has been awarded a $900,000 Competitive Research Grant (CRG) for a 36‑month project on efficient hierarchical approximations for partially observed stochastic optimal control, co-led with Prof. Ibrahim Hoteit and including subawards to EPFL (Prof. Fabio Nobile) and WIAS Berlin (Prof. Christian Bayer).