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Applied Mathematics and Computational Sciences
AMCS
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Bayesian Statistics

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

This thesis develops unbiased estimators and efficient particle filters, leveraging Feynman-Kac formulae and multilevel techniques, to address challenges in parameter estimation, filtering, invariant measure approximation, and stationary distribution computation for partially observed diffusion processes and McKean-Vlasov stochastic differential equations.

CEMSE New Faculty: Ajay Jasra, Professor, Applied Mathematics and Computational Sciences

1 min read · Wed, Nov 27 2019

News

Bayesian Statistics Marko Chain Theory

Ajay Jasra is a professor of applied mathematics and computational sciences who recently joined the KAUST CEMSE Division in July 2019.

Applied Mathematics and Computational Sciences (AMCS)

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