Graduate Seminar | AMCS | Applied Mathematics and Computational Sciences

On Fourier methods and machine learning techniques in Computational Finance.

Prof. Kees Oosterlee, Utrecht University

Monday, March 20, 12:00

- 13:00

Building 9, Level 3, Room 3128

Decision Trees for Fault Diagnosis in Circuits and Switching Networks

Monday, March 13, 12:00

- 13:00

Building 9, Level 3, Room 3128

Bayesian Deep Learning

Maurizio Filippone, Associate Professor, EURECOM, France

Monday, March 06, 12:00

- 13:00

Building 9, Level 3, Room 3128

Controlling acoustic wave propagation via rotational motion

Monday, February 27, 12:00

- 13:00

Building 9, Level 2, Room 2325, Hall 2

acoustic waves

Research on Sound and Vibration @ Hong Kong PolyU

Prof Li Cheng, Chair Professor and Director, The Hong Kong Polytechnic University

Monday, February 13, 12:00

- 13:00

Building 9, Level 3, Room 3128

On the Mathematics of Turbulent flows

Luigi C. Berselli, Visiting Faculty, University of Pisa

Monday, February 06, 12:00

- 13:00

Building 9, Level 3, Room 3128

Waves Functional Materials

Sunday, February 05, 12:00

- 13:00

Building 9, Level 2, Room 2325

Waves Functional Materials

Modelling and Simulation of Biological Systems

Tuesday, December 06, 12:00

- 13:00

Building 9, Level 2, Room 2322

Biological systems

A unifying partially-interpretable framework for neural network-based extreme quantile regression

Raphaël Huser

Tuesday, November 29, 12:00

- 13:00

Building 9, Level 2, Room 2322

Lipschitz learning and the infinity-Laplacian

Miguel Urbano

Tuesday, November 22, 12:00

- 13:00

Building 9, Level 2, Room 2322

On training algorithms for neural networks

Jinchao Xu

Monday, November 21, 12:00

- 13:00

Building 9, Level 2, Room 2322, Hall 1

Functional Differential Equations in Models of Collective Behavior

Jan Haskovec

Tuesday, November 15, 12:00

- 13:00

Building 9, Level 2, Room 2322

Modeling water waves: from tsunamis to the kitchen sink

Tuesday, November 08, 12:00

- 13:00

Building 9, Level 2, Room 2322

Mean-Field Games on Networks and Wardrop Equilibria

Ricardo De Lima Ribeiro, Research Specialist, CEMSE, KAUST

Tuesday, October 25, 12:00

- 13:00

Building 9, Level 2, Room 2322

mean-field games

Distributed multi-GPU Algorithms for Hierarchical Matrices

Tuesday, October 18, 12:00

- 13:00

Building 9, Level 2, Room 2322

Finite element approximation of parameter dependent eigenvalue problems

Daniele Boffi

Tuesday, October 11, 12:00

- 13:00

Building 9, Level 2, Room 2322

Extensions of Dynamic Programming for Combinatorial Optimization and Data Mining

Tuesday, October 04, 12:00

- 13:00

Building 9, Level 2, Room 2322

A new class of random field models for data on networks

David Bolin

Monday, October 03, 12:00

- 13:00

Building 9, Level 2, Room 2322, Hall 1

Deep Learning and Scientific Computing

Jinchao Xu

Tuesday, September 27, 12:00

- 13:00

Building 9, level 2, Room 2322

Waves Functional Materials: From theory to applications

Tuesday, September 20, 12:00

- 13:00

Building 9, Level 2, Room 2322

KAUST-CEMSE-AMCS-STAT-Solvers-Coupled-Problems-in-Porous-Media-Science

Solvers for Coupled Problems in Porous Media Science

Arne Naegel

Tuesday, September 13, 12:00

- 13:00

Building 9, Level 2, Room 2322

Low Rank Everywhere (Almost)

David Keyes

Tuesday, September 06, 12:00

- 13:00

Building 9, Level 2, Room 2322

Introduction to AMCS / STAT Graduate Seminar 398

Tuesday, August 30, 12:00

- 13:00

Building 9, Level 2, Room 2322

Geometry for computational design and fabrication

Helmut Pottmann

Thursday, April 28, 12:00

- 13:00

Building 9, Level 2, Room 2325

Enhancing mixing in binary fluids

Prof. Peter J. Schmid, Professor, Mechanical Engineering, KAUST

Thursday, April 21, 12:00

- 13:00

Building 9, Level 2, Room 2325

Biomedical research: a world of statistical challenges

Prof. David Gomez-Cabrero, Biological, Environmental Science and Eng, KAUST

Thursday, April 14, 12:00

- 13:00

Building 9, Level 2, Room 2325

Phasewise-Conservative and Bound-Preserving Algorithms for Two-Phase Flow in Porous Media

Shuyu Sun

Prof. Shuyu Sun, Earth Science and Engineering, KAUST

Thursday, April 07, 12:00

- 13:00

Building 9, Level 2, Room 2325

ProxSkip: Yes! Local Gradient Steps Provably Lead to Communication Acceleration! Finally!

Peter Richtarik

Thursday, March 31, 12:00

- 13:00

Building 9, Level 2, Room 2325

Regression models for count and proportion data

Thursday, March 24, 12:00

- 13:00

Building 9, Level 2, Room 2325

The Maxwell-Stefan system for multi-component diffusion

Athanasios Tzavaras

Thursday, March 17, 12:00

- 13:00

Building 9, Level 2, Room 2325

Machine learning assisted forward and inverse design modeling

Waqas Waseem Ahmed

Thursday, March 10, 12:00

- 13:00

https://kaust.zoom.us/j/95562157780

Extensions of Dynamic Programming for Combinatorial Optimization and Data Mining

Thursday, March 03, 12:00

- 13:00

Building 9, Level 2, Room 2325

Combined analysis of spatially misaligned data using Gaussian fields and the stochastic partial differential equation approach

Thursday, February 24, 12:00

- 13:00

Building 9, Level 2, Room 2325

Multi-physics Simulation of Plasmonic Photoconductive Devices and Antennas

Sunday, February 20, 12:00

- 13:00

Building 9, Level 2, Room 2322, Lecture Hall 1

Multi-physics Simulation

Modelling and Simulation of Biological Systems

Thursday, February 17, 12:00

- 13:00

Building 9, Level 2, Room 2325

Exploring Spectral Dependence in Multivariate Time Series

Hernando Ombao

Thursday, February 10, 12:00

- 13:00

https://kaust.zoom.us/j/96304221253

A Non-stationary Autologistic Model for Space-time Data

Thursday, February 03, 12:00

- 13:00

https://kaust.zoom.us/j/96304221253

Backward induction: from theory to empirics

Konrad Grabiszewski, Instructional Professor, Applied Mathematics and Computational Sciences

Thursday, January 27, 12:00

- 13:00

https://kaust.zoom.us/j/96304221253

Backward Error Analysis for Nonlinear Differential Equations

Thursday, December 09, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Particle filter in high dimensions

Hamza M. Ruzayqat

Thursday, December 02, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

An efficient high-order reconstructions multidimensional scheme with application to instabilities in direct initiation of gaseous detonations in free space

Matteo Parsani

Thursday, November 25, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

KAUST CEMSE STAT AMCS Huang Huang Forecasting High Frequency

Forecasting High-Frequency Spatio-Temporal Wind Power with Dimensionally Reduced Echo State Networks

Thursday, November 18, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Compatibility conditions for finite element approximations

Daniele Boffi

Thursday, November 11, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

KAUST CEMSE AMCS STAT Giovani Silva Joint modeling

Joint modeling of dependent diverse format data: A review from several case-studies

Giovani Silva, PhD in Mathematics (IST) at the University of Lisbon

Thursday, November 04, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Recent progress on symbolic computation for PDE and their numerical schemes

Diogo Gomes

Thursday, October 28, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Enabling Accurate and Efficient Simulation in Visual Computing

Dominik L. Michels

Thursday, October 21, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

KAUST CEMSE STAT Denis Rustand Statistical methods

Statistical methods to evaluate the effectiveness of cancer treatments in clinical trials

Thursday, October 14, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data

Raul F. Tempone

Thursday, October 07, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Discriminant analysis: Fundamental limits and Optimal designs

Thursday, September 30, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

KAUST CEMSE AMCS STAT Ibrahim Hoteit Developing Aramco’s

Developing Aramco’s Next Generation Operational Systems for the Red Sea and the Arabian Gulf

Ibrahim Hoteit, Professor, Earth Science and Engineering

Thursday, September 16, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

Empirical Risk Minimization in the Non-interactive LDP Model

Thursday, September 09, 12:00

- 13:00

https://kaust.zoom.us/j/99005716923

High-resolution Modeling and Estimation of Extreme Red Sea Surface Temperature Hotspots

Raphaël Huser

Thursday, September 02, 12:00

- 13:00

https://kaust.zoom.us/j/94328371195

Scalable Solvers: Universals and Innovations

David Keyes

Thursday, May 06, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

The Role of Volcanic Activity in Climate and Global Change

Georgiy L. Stenchikov, Professor, Earth Science and Engineering

Thursday, April 29, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

Distributed second order methods with fast rates and compressed communication

Peter Richtarik

Thursday, April 22, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

Extensions of Dynamic Programming for Combinatorial Optimization and Data Mining

Thursday, April 15, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

A Rapid, Accurate and Machine-agnostic Segmentation and Quantification Method for CT-based COVID-19 Diagnosis

Thursday, April 08, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

COVID-19

Waves Functional Materials

Thursday, April 01, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

The Convex Gaussian Min-Max Theorem: A Powerful Tool for the Analysis of Regularized Convex Optimization Problems

Thursday, March 25, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

On Discovering Nature’s Equations from Observations

Jesper Tegner, Professor, BESE Division, KAUST

Thursday, March 18, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

Programming curvature into flat sheets

Helmut Pottmann

Thursday, March 11, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

KAUST-CEMSE-AMCS-Bernard-Ghanem-On-Adversarial-Network-Attacks.jpg

On Adversarial Network Attacks, Robustness, and Certification

Thursday, February 25, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

Forward-prediction and Backward-design by Machine Learning

Thursday, February 18, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

Effective Literature Search

Nevena Tomic, Library Subject Specialist, PSE, KAUST

Thursday, February 04, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

A personal and historical view of computational mathematics

Tony Chan, President, King Abdullah University of Science and Technology

Thursday, January 28, 12:00

- 13:00

https://kaust.zoom.us/j/94262797011?pwd=ZXBBcnltQ3JvZkdhWFZjTEptL3FmUT09

Geospatial Data Science for Public Health Surveillance

Thursday, December 10, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

Modelling and Simulation of Biological Systems

Thursday, December 03, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

The Tetracopter: A modular, self-similar flying robot

Thursday, November 26, 12:00

- 13:00

https://kaust.zoom.us/j/99492305300

On Unbiased Estimation of the Score Function for a Class of Partially Observed Diffusions

Ajay Jasra

Thursday, November 19, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

Federated Learning of a Mixture of Global and Local Models

Filip Hanzely

Monday, November 16, 12:00

- 13:00

kaust.zoom.us/j/97786201982

KAUST CEMSE AMCS Ricardo Manuel Pinto de Lima Optimization applied to energy systems

Optimization applied to energy systems, autonomous vehicles, and matching

Thursday, November 12, 12:00

- 13:00

https://kaust.zoom.us/j/96516742266

Exploring Non-Linear Interactions in Multivariate Time Series

Hernando Ombao

Thursday, November 05, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

On the approximation of the spectrum of differential operators

Daniele Boffi

Thursday, October 29, 12:00

- 13:00

https://kaust.zoom.us/j/98958184866

Efficiency Assessment of Approximated Spatial Predictions for Large Datasets

Thursday, October 22, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

Epidemiological modeling and optimal control

Thursday, October 15, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

ExaGeoStat: Moving Towards Large-Scale Geostatistical Modeling on Manycore Systems

Sameh Abdulah

Thursday, October 08, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

Adaptive modeling

Consensus formation models with delay

Jan Haskovec, AMCS, KAUST

Thursday, October 01, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

Models Formation

Estimating High-Resolution Red Sea Surface Temperature Hotspots, Using a Low-Rank Semiparametric Spatial Model

Thursday, September 17, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

A cheap rotated characteristic decomposition technique for high-order reconstructions in multi-dimensions with application to instabilities in direct initiation of gaseous detonations in free space

Matteo Parsani

Thursday, September 10, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

The two faces of correlation

Haavard Rue

Thursday, September 03, 12:00

- 13:00

https://kaust.zoom.us/j/95474758108?pwd=WkwrdiszTE1uYTdmR3JRK09LVDErZz09

On Optimal Regularization in Estimation, Detection, and Classification

Thursday, April 30, 12:00

- 13:00

https://kaust.zoom.us/j/706745599

Efficient and Physics-Preserving Discretization Schemes for Multiphase Flow Problems

Shuyu Sun

Shuyu Sun, Professor, Earth Science and Engineering

Thursday, April 23, 12:00

- 13:00

https://kaust.zoom.us/j/706745599

Quantitative understanding of transcription factor regulation at network- and molecular-levels through optimization and deep learning

Thursday, April 16, 12:00

- 13:00

https://kaust.zoom.us/j/706745599

Geometry and Computational Design

Helmut Pottmann

Thursday, April 09, 12:00

- 13:00

https://kaust.zoom.us/j/706745599

Classification of Functional Data by Detecting the Discrepancy of Second Moment Structure of Scaled functions

Thursday, April 02, 12:00

- 13:00

https://kaust.zoom.us/j/706745599

Functional data

Functional data depth and its application in the visualization of spatio-temporal covariance structures

Thursday, March 12, 12:00

- 13:00

https://kaust.zoom.us/j/255432702

Simulation of Neuronal Signal Processing

Thursday, March 05, 12:00

- 13:00

Building 9, Level 2, Room 2322

Statistical models for long-range dependent climate data

Sigrunn Sorbye, Associate Professor, UiT The Arctic University of Norway

Thursday, February 20, 12:00

- 13:00

Building 9, Level 2, Room 2322

Unveiling the potential of energy/entropy stable numerical methods for hyperbolic/mixed hyperbolic-parabolic PDEs

Matteo Parsani

Thursday, February 13, 12:00

- 13:00

Building 9, Level 2, Hall 1

Mathematical modeling of the stochastic climate system

Georgiy L. Stenchikov

Thursday, February 06, 12:00

- 13:00

Building 9, Level 2, Lecture Hall 1

Proximal Splitting Methods for Convex Optimization: An Introduction

Laurent Condat

Monday, December 02, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Enabling smart and connected systems

Sunday, December 01, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Statistical Analysis of Multi-day Solar Irradiance using a Threshold Time Series model

Thursday, November 28, 12:00

- 13:00

Building 9, Lecture Hall 2, Room 2325

Estimation problems for partial and fractional differential equations

Thursday, November 21, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Eliminating Waiting Time Inequities for Deceased Donor Kidney Transplantation in the USA

Dr. Joris van de Klundert, Professor of Operations Management, Prince Mohammad Bin Salman College (MBSC) of Business & Entrepreneurship

Monday, November 18, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Statistical models based on stochastic partial differential equations

Prof. David Bolin, Statistics, KAUST

Thursday, November 14, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Langevin Monte Carlo as an optimization algorithm

Monday, November 11, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

On mean-field game price models

Diogo Gomes

Thursday, November 07, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Energy-conserving and energy-stable discretizations of differential equations

Thursday, October 31, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Monte Carlo Computation

Ajay Jasra

Thursday, October 17, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Modeling, studying, and forecasting the circulation and Climate of the Red Sea

Ibrahim Hoteit

Thursday, October 10, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

High friction limits for Euler flows

Athanasios Tzavaras

Thursday, September 19, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Waves Functional Materials

Sunday, September 15, 12:00

- 13:00

Building 9, Level 2, Hall 1, Room 2322

Waves in Complex Media: Theories and Applications

Thursday, September 12, 12:00

- 13:00

Building 9, Level 2, Lecture Hall 1

Joint longitudinal-survival models using R-INLA

Thursday, May 09, 12:00

- 13:00

B9 L2 Lecture Hall 1

Estimating the expected information gain in Bayesian optimal experimental design

Thursday, May 02, 12:00

- 13:00

B9 L2 Hall 1

Applications of random matrix theory for wireless communication and big data processing

Thursday, April 25, 12:00

- 13:00

B9 L2 Lecture Hall 1

Estimation Problems for Partial and Fractional Differential Equations

Thursday, April 18, 12:00

- 13:00

B9 L2 Hall 1

Space-time conservation element and solution element (CESE) method for computational fluid dynamics

Hua Shen

Thursday, April 11, 12:00

- 13:00

B9 L2 Lecture Hall 1

Applied Mathematics and Computational Science Program Seminar

Locally Discrete Maximum Principle DG finite element method for the transport equation

Manuel Quezada De Luna

Wednesday, March 20, 12:00

- 13:00

B1 L4 Room 4214

Asymptotic properties of composites

Thursday, March 14, 12:00

- 13:00

Building 9, Level 2, Room 2322 (Lecture Hall 1)