I am a Reasearch Scientist at King Abdullah University of Science and Technology (KAUST). I was a Post-Doctoral Researcher at KAUST from Nov 2019 - Sep 2022. In May 2019, I obtained my PhD and Concurrent Masters degrees in Mathematics from the University of Tennessee, Knoxville, TN, USA. In 2012, I earned my Bachelor degree in Physics and Mathematics from Birzeit University, Birzeit, Palestine.
This includes Markov chain Monte Carlo methods, sequential Monte Carlo methods, and multielevel Monte Carlo, debiasing schemes and many other areas.
Monte Carlo methods encompass a broad class of computational algorithms that rely on repeated random sampling to estimate numerical results, and they are extensively used in areas like numerical integration, optimization, stochastic simulations, and Bayesian inference.
This includes particle filtering (and lagged PF), ensemble Kalman/Kalman-Bucy filtering, sequential MCMC and localization schemes.
Note: The first image is from our QRJMS's paper on Sequential MCMC, highlighting the algorithm’s efficiency as state dimensions increase. It shows how the algorithm maintains high accuracy at a much lower computational cost than traditional ensemble methods.
The second image is obtained from our SIAM/JUQ's study on lagged particle filtering. The left column shows the x-axis horizontal velocity U of a fluid in a bounded domain simulated using shallow-water equations at different times taking as the reference. Noisy data is generated from this reference state (in fact the water height is observed at all grid points, while u and v are observed at one-third of the grid points). The second column illustrates the superior matching of the lagged particle filter results (with only 100 particles) to the reference state, compared to ensemble Kalman methods (with 1000 ensemble members).
This includes sensetivity analysis, online and offline parameter calibration (estimation), and inverse problems (e.g. anomalies detection in a fractional medium).
Note: The first image is from our preprint on Bayesian anomaly detection in fractional mediums with
variable order and variable diffusivity. The image shows that our algorithm is succeful in learning the elliptical anomaly
geometrical features (center coodinates, major and minor axes and angle of rotation) and physical features (fractional order
and diffsuivity).
The second image is obtained from our J. Comp. Phys.'s paper on unbiased estimation using Schrödinger-Föllmer sampler.
The image shows the unbiased estimate of the mean of a posterior distribution of a log-permeability field in an elliptic
PDE in terms of the pressure field. The PDE describes the presuure in a porous media flow. We sample from the Gaussian posterior
using SF sampler unbiasedly.
The third image is obtained from our Adv. Appl. Probab.'s paper on estimating the log-normalizing constant of the
the filtering distribution using ensemble-Kalman-Bucy filter (EnKBF). This estimate of the log-normalizing constant
can then be used in an online algorithm to estimate unknown parameters in a state-space model. The image shows the
estimation of a parameter in Lorenz 96 model (with 36 variables) using our offline parameter estimation algorithm.
This includes reducing the variance and the cost of a quantity of interest, multilevel and unbiased parameter inference.
Note: The first image is from our Stat. Comput.'s paper on multilevel estimation fro the EnKBF-log-normalizing constant.
The image show the estimation of a parameter in the Lorenz 63 model using the ML estimator.
The second image is obtained from our SIAM Scient. Comput.' paper on unbiased estimation using underdamped Langevin dynamics.
The image shows the cost of our unbiased estimator (ULD) in seconds versus the unbiased Metropolis adjusted Langevin algorithm (UB-MALA)
when sampling from a distribution $\pi(x) \propto e^{-U(x)}$, where $U(x)$ is a double-well potential and $x \in \mathbb{R}^{100}$.
Our method provides an unbiased estimte of $\mathbb{E}_{\pi}[x]$ at a much lower cost than UB-MALA.
| Date | Institute/Conference | Location | |
|---|---|---|---|
| 36. | (March 3 - 7, 2025) | (Organizing a minisymposium on DA in SIAM Conference on Computational Science and Engineering (CSE25) | Fort Worth, Texas, USA |
| 35. | (Feb 28, 2025) | (Seminar Talk) Math Department, Texas A & M | Texas, USA |
| 34. | (Feb 26, 2025) | (Colloquium Talk) Scientific Department, Florida State University | Florida, USA |
| 33. | (Feb 20-22, 2025) | (Conference Talk) The Fourth International Conference on Mathematics and Statistics, American University of Sharjah | Sharjah, UAE |
| 32. | (Feb 16, 2025) | (Seminar Online Talk) UQ Hybrid Seminar, department of mathematics, RWTH Aachen University | Germany |
| 31. | (Dec 16 - 20, 2024) | (Conference) 14th AIMS Conference on Dynamical Systems, Differential Equations and Applications, NYU Abu Dhabi | Abu Dhabi, UAE |
| 30. | (Dec 12 - 14, 2024) | (Conference) MathConnect 2024: International Conference on Mathematics and its Aplications, KFUPM | Dahran, SA |
| 29. | (Sep 6, 2024) | (Symposium) ISDA-Online: Open Session on Data Assimilation | |
| 28. | (Mar 25, 2024) | (Seminar talk) Department of Statistics and Data Science, Washington University in St. Louis | Missouri, USA |
| 27. | (Jan 01, 2024) | (Invited talk) IESE Department, the University of Illinois Urbana-Champaign, Illinois, USA | Illinois, USA |
| 26. | (Oct 16, 2023) | The International Symposium on Data Assimilation (ISDA) | Bologna, Italy |
| 25. | (Sep 27, 2023) | Seminar talk in the Stochastic Seminar at New York University Abu Dhabi(Invited talk) | Abu Dhabi, UAE |
| 24. | (Jun. 30, 2023) | 24th STUOD Sandbox Workshop on Data Assimilation Theory and Application, Imperial College London (Invited talk) | London, UK |
| 23. | (Jan. 4, 2023) | (Conference talk) Joint Mathematics Meeting 2023 | Boston, MA, USA |
| 22. | (Nov. 28, 2022) | The Applied Mathematics School - AMCS/CEMSE - KAUST (Invited talk) | Thuwal, Saudi Arabia |
| 21. | (Sep. 30, 2022) | Department of Statistics, Imperial College London | London, UK |
| 20. | (Sep. 26, 2022) | 3rd Stochastic Transport in Upper Ocean Dynamics Annual Workshop, Imperial College London | London, UK |
| 19. | (Jul. 29, 2022) | 7th Palestinian Conference on Modern Trends in Mathematics, Birzeit University | Birzeit, Palestine |
| 18. | (Jul. 2022) | 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing | Linz, Austria |
| 17. | (Jul. 2022) | The IMS Annual Meeting in Probability and Statistics, University of London | London, UK |
| 16. | (Jun. 2022) | Ensemble Kalman Filter (EnKF) Workshop | Balestrand, Norway |
| 15. | (Apr. 2022) | University of Tennessee (Seminar on Data Science, invited talk) | Knoxville, Tennessee, USA |
| 14. | (Apr. 2022) | SIAM Conference on Uncertainty Quantification | Atlanta, Georgia, USA |
| 13. | (Dec. 2021) | King Abdullah University of Science and Technology (Graduate Seminar, invited talk, virtual) | Thuwal, Saudi Arabia |
| 12. | (Nov. 2021) | King Abdullah University of Science and Technology (Guest Lecturer) | Thuwal, Saudi Arabia |
| 11. | (Nov. 2021) | New Jersey Institute of Technology (Seminar on Optimization and Machine Learning, invited talk, Virtual) | Newark, New Jersey, USA |
| 10. | (Aug. 2021) | The 13th International Conference on Monte Carlo Methods and Applications, University of Mannheim (Virtual) | Mannheim, Germany |
| 9. | (Mar. 2019) | Colorado State University - Department of Mathematics (Invited talk) | Fort Collins, Colorado, USA |
| 8. | (Oct. 2018) | University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) | Knoxville, Tennessee, USA |
| 7. | (Oct. 2018) | University of Tennessee - Department of Material Sciences and Engineering (Invited talk) | Knoxville, Tennessee, USA |
| 6. | (Jul. 2018) | SIAM Conference on Mathematical Aspects of Materials Science | Portland, Oregon, USA |
| 5. | (Jun. 2018) | Claremont Center for the Mathematical Sciences, 2018 Meeting of Mathematical Problems in Industry | Claremont, California, USA |
| 4. | (Feb. 2018) | University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) | Knoxville, Tennessee, USA |
| 3. | (Sep. 2017) | University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) | Knoxville, Tennessee, USA |
| 2. | (Jun. 2017) | Rensselaer Polytechnic Institute, GSMMC 2017 Summer Camp | Troy, New York, USA |
| 1. | (Nov. 2016) | University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) | Knoxville, Tennessee, USA |
| Date | Course | Institute | Location | Comments |
|---|---|---|---|---|
| Spring 2014/Fall 2014/Spring 2015 | Basic Calculus | UTK | Knoxville, TN, USA | Taught it 5 times as a TA |
| Fall 2014 | College Algebra | UTK | Knoxville, TN, USA | Taught it 2 times as a TA |
| Spring 2016 | Calculus II | UTK | Knoxville, TN, USA | Taught it 3 times as a TA |
| Fall 2015 | College Algebra | UTK | Knoxville, TN, USA | Taught it 2 times as a full instructor |
| Spring 2016 | Calculus II | UTK | Knoxville, TN, USA | Taught it 2 times as a full instructor |
| Fall 2018 | Calculus I | UTK | Knoxville, TN, USA | Taught it 2 times as a full instructor |
| Spring 2013 | College Algebra | PPU | Hebron, Palestine | Taught it 2 times as a full instructor |
| Spring 2013 | Complex Numbers | PPU | Hebron, Palestine | Taught it 1 time as a full instructor |