KAUST provides an incredible environment for scientific research while also providing incredible support for the family. Furthermore, the Stochastic Processes and Applied Statistics group publishes high quality research, that uses advanced mathematics. Moreover, all the theoretical results are motivated by problems found in the real world. Finally, one can implement the developed models on the computer to see the magic happening.

Alexandre Simas is a Research Scientist of the Stochastic Processes and Applied Statistics group under the supervision of prof. David Bolin.

Selected Publications

Simas, A.B. and Valentim F.J. (2018) Homogenization of generalized second-order elliptic difference operators. Journal of Differential Equations, 265, p. 3709-3753.
Leao, D., Ohashi, A. and Simas, A.B. (2018) A weak version of path-dependent functional Itô calculus. Annals of Probability, 46, p. 3399-3441
Barreto-Souza, W. and Simas, A.B. (2016) General mixed Poisson regression models with varying dispersion. Statistics and Computing, 26, p. 1263–1280