Dr. Hamza Ruzayqat joined KAUST in November 2019 as a Post-Doctoral Research Fellow in Prof. Ajay Jasra's Computational Probability (COMPPROB) group. Late in 2022, he was promoted to Research Scientist.
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.
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.
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. He taught a graduate-level short course on continuous stochastic processes in the advanced probability class offered by KAUST and graduate-level short course on stochastic filtering in high dimensions.
- (2023) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H. & Wang X. Time Uniform Wong-Zakai Theorems
- (2023) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H. & Wang X. Bayesian parameter Inference for diffusions via multilevel SRK
- (2023) Awadelkarim, E., Jasra, A., & Ruzayqat, H. Unbiased parameters for diffusions.
- (2023) Ruzayqat, H., Beskos, A., Crisan, D., Jasra, A. & Kantas, N. Spatial Filtering with unknown locations.
- (2022) Ruzayqat, H., Chada, N. K., and Jasra, A. Unbiased Estimation using Underdamped Langevin Dynamics. (to appear in SIAM on Scientific Computing)
Other publications and technical reports:
- 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.
- 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.