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 and parameter estimation in discrete/continuous-time linear/nonlinear hidden Markov models in low/high dimensions. In the past he worked on lattice and 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. (2021) Ruzayqat, H. & Jasra, A. Unbiased parameter inference for a class of partially observed Levy-process models. (submitted)
  2. (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. (submitted)
  3. (2021) Ruzayqat, H., Chada, N. & Jasra A. ML estimation of normalizing constants using the EnKBF. (submitted)
  4. (2020) Crisan, D., Del Moral, P., Jasra A., & Ruzayqat, H. Log-normalizing constants via the EnKBF. Adv. 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.  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