Biography

I am a PostDoc at King Abdullah University of Science and Technology (KAUST) in Stochastic Processes and Applied Statistics Research Group.

I am interested in mathematical statistics, Markov chains, Monte Carlo methods, and stochastic analysis. My research is focused on theoretical and applied problems associated with stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs). The goal is to propose and establish methods that are well-studied theoretically and provide numerical implementations that corroborate the proven theoretical findings and their efficacy.

Research Interests

Markov Chain Monte Carlo, Particle Methods, Stochastic Control, Machine Learning, Stochastic Partial Differential Equations

Education

Doctor of Philosophy (Ph.D.)
Applied Mathematics and Computer Science, King Abdullah University of Science and Technology, Saudi Arabia, 2025
Master of Science (M.S.)
Applied Mathematics, Paris Dauphine University - PSL, France, 2019
Postgraduate Diploma​ (PGDip)
Mathematics, Abdus Salam International Centre for Theoretical Physics, Italy, 2018
Bachelor of Science (B.S.)
Mathematics, King Saud University, Saudi Arabia, 2016