About Elsiddig Awadelkarim Elsiddig Elsiddig Awadelkarim Elsiddig Postdoctoral Research Fellow, Statistics MCMC Particle Methods Stochastic Control machine learning stochastic partial differential equations Events Presented Events Mar 23 - Mar 29, 2025 Some Contributions to Particle and Unbiased Simulation Methods Elsiddig Awadelkarim Elsiddig, Postdoctoral Research Fellow, Statistics Mar 26, 10:00 - 12:00 B3 L5 R5209; Zoom Meeting 95303621356 Bayesian Statistics machine learning This thesis develops unbiased estimators and efficient particle filters, leveraging Feynman-Kac formulae and multilevel techniques, to address challenges in parameter estimation, filtering, invariant measure approximation, and stationary distribution computation for partially observed diffusion processes and McKean-Vlasov stochastic differential equations.
Some Contributions to Particle and Unbiased Simulation Methods Elsiddig Awadelkarim Elsiddig, Postdoctoral Research Fellow, Statistics Mar 26, 10:00 - 12:00 B3 L5 R5209; Zoom Meeting 95303621356 Bayesian Statistics machine learning This thesis develops unbiased estimators and efficient particle filters, leveraging Feynman-Kac formulae and multilevel techniques, to address challenges in parameter estimation, filtering, invariant measure approximation, and stationary distribution computation for partially observed diffusion processes and McKean-Vlasov stochastic differential equations.
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