Bayesian Statistics

Some Contributions to Particle and Unbiased Simulation Methods

Elsiddig Awadelkarim Elsiddig, Ph.D. Student, Applied Mathematics and Computational Sciences

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

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.

Elsiddig Awadelkarim Elsiddig

Ph.D. Student, Applied Mathematics and Computational Sciences

Bayesian Statistics machine learning