
Elsiddig Awadelkarim Elsiddig
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