Dr. Hamza Ruzayqat joined KAUST in November 2019 as a Post-Doctoral Research Fellow in the group of Computational Probability (COMPPROB). Late in 2022, he was promoted to Research Scientist and now a member in Omar Knio's Research Group.

Education

In 2019, Dr. Ruzayqat received his PhD in Mathematics from the University of Tennessee-Knoxville, Tennessee, USA. He received a concurrent Masters degree from the same university. In 2012, he received a Bachelor degree in Physics and mathematics from Birzeit University, Ramallah, Palestine.

Research Interest

Dr. Ruzayqat main research is focused on Monte Carlo algorithms, data assimilation and uncertainty quantification. In particular, he is working on particle filters, unbiased estimators, inverse problems, parameter estimation and Bayesian inference in discrete/continuous-time, linear/nonlinear, low/high dimensional state-space models. In the past he worked on off-lattice kinetic Monte Carlo methods for atomic simulations.

Work Experience

Dr. Ruzayqat was a teaching associate for four years and a research assistant for a year and a half in the department of Mathematics at the University of Tennessee-Knoxville. He taught a graduate-level short course on continuous stochastic processes in the advanced probability class offered by KAUST and graduate-level short course on stochastic filtering in high dimensions. 

Awards

  • Summer Departmental Fellowship, UTK (June 2018 - Aug 201)

  • Summer Graduate Research Assistantship, UTK (June 2017 - Aug 2017)

  • Research Assistantship Funded by NSF, UTK (Aug 2017-Jan 2019)

  • Teaching Assistantship, UTK (Jan 2014 - Aug 2016  & Jan 2019 - May 2019)

  • PECDAR Scholarship, Birzeit University (Spring 2011)

  • Honor List, Birzeit University (2008, 2009 & 2010)

 

Preprints

  1.  (2023) Alvarez, M., Jasra, A. & Ruzayqat, H. Unbiased & ML methods for diffusions observed via point processes.
  2. (2023) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H. & Wang X.  On Time Uniform Wong-Zakai Theorems
  3. (2023) Awadelkarim, E., Jasra, A., & Ruzayqat, H. Unbiased parameters for diffusions.
  4. (2023) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H. & Wang X. Bayesian parameter Inference for diffusions via multilevel SRK (To appear in IJUQ)
 
Technical Reports
  1. Ashby, P., Bhatt, G., Baroi, M., Kao, C.-Y., Kramer, P. R., Kivela, M., Lakoba, T., Matz, S. & Ruzayqat, H. (2018) Development of image processing algorithm for an atomic force microscopy scanner (AFM scanner)Mathematics in Industry Reports, Cambridge University Press.
  2.  Allaire, R.H. , Odu, A.G., Gu B., Lu, W., Newell, A., Paranamana, P.J., Phan, T., Ruzayqat, H. (2017) On Temperature Effects in Reacting Porous Media Applications. 

Selected Publications

Ruzayqat, H., Er-raiy, A., Beskos, A., Crisan, D., Jasra, A. and Kantas, N. (2022) A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM-ASA J. Uncertain. Quantif. 10(3), pp.1130--1161.
Ruzayqat, H., Beskos, A., Crisan, D., Jasra, A., and Kantas, N. (2023) Unbiased Estimation using a Class of Diffusion Processes. (Journal of Computational Physics 472(1), 111643
Crisan, D., Del Moral, P., Jasra, A., & Ruzayqat, H. (2022). Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models. Advances in Applied Probability, 54(4), 1139-1163.
Ruzayqat, H., Chada, N. K. and Jasra, A., (2022) Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. Stat. Comput. 32 (38).
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, and Hamza Ruzayqat. Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM Journal on Scientific Computing 2021 43:4, A2555-A2580
Ruzayqat, H.M. and Schulze, T.P. (2018). A Rejection Scheme for Off-Lattice Kinetic Monte Carlo Simulation. J. Chem. Theory Comput., 14(1), 48-54.