Hamza Ruzayqat joined KAUST in November 2019 as a Post-Doctoral Research Fellow in the group of Computational Probability (COMPPROB) led by Prof. Ajay Jasra.

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 and data assimilation. In particular, he is working on particle filters, unbiased estimators, parameter estimation and Bayesian inference in discrete/continuous-time, linear/nonlinear, low/high dimensional hidden Markov models. In the past he worked on off-lattice kinetic Monte Carlo methods that are used to simulate atomic systems.

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. 

Preprints

 

  1. (2022) Ruzayqat, H., Chada, N. K., and Jasra, A. Unbiased Estimation using Underdamped Langevin Dynamics. (submitted)
  2. (2022) Ruzayqat, H., Beskos, A., Crisan, D., Jasra, A., and Kantas, N. Unbiased Estimation using a Class of Diffusion Processes. (submitted)
  3. (2021) Ruzayqat, H., Er-Raiy, A., Beskos, A., Crisan, D., Jasra, A., and Kantas, N. A Lagged Particle Filter for Stable Filtering of certain High-Dimensional SSMs. SIAM/ASA JUQ (to appear).
  4. (2020) Crisan, D., Del Moral, P., Jasra A., & Ruzayqat, H. Log-normalizing constants via the EnKBFAdv. Appl. Probab. (to appear).
 
Other publications and technical reports:

 

  1.  Ruzayqat, H.M., Schulze, T.P. (2018). A Rejection Scheme for Off-Lattice Kinetic Monte Carlo SimulationJ. Chem. Theory Comput., 14, 1, 48-54.
  2. 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.
  3.  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.M. and Jasra, A. (2020). Unbiased estimation of the solution to Zakai’s equation. Monte Carlo Methods and Applications, Volume 26, Issue 2, Pages 113–129, eISSN 1569-3961, ISSN 0929-9629
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., Chada, N. K. and Jasra, A., (2022) Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. Stat. Comput. 32 (38).
Ruzayqat, H. and Jasra, A. (2022) Unbiased Parameter Inference for a Class of Partially Observed Levy-Process Models. Foundations of Data Science, 4 (2), pp. 299--322.