KAUST provides an incredible environment for scientific research while also providing amazing 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
D. Bolin, A. Simas and Z. Xiong (2023+) Covariance-based rational approximations of fractional SPDEs for computationally efficient Bayesian inference, Journal of Computational and Graphical Statistics, online
D. Bolin, A. Simas and J. Wallin (2023+) Gaussian Whittle-Matérn fields on metric graphs, Bernoulli, in press
D. Bolin, M. Kovács, V. Kumar, A. Simas (2023) Regularity and numerical approximation of fractional elliptic differential equations on compact metric graphs. Mathematics of Computation. In press.