Welcome

To Dr. Hamza Ruzayqat's personal webpage .

Recent News



  • (Mar 25, 2024) (Seminar talk) Department of Statistics and Data Science, Washington University in St. Louis, MO, USA
  • (Jan 23, 2024) (Invited talk) IESE Department, the University of Illinois Urbana-Champaign, Illinois, USA
  • Nov 18, 2023: New preprint is out "Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes" which can be found on arXiv at this link: https://arxiv.org/pdf/2311.09875.pdf
  • (Oct 16, 2023) Presenting in the International Symposium on Data Assimilation (ISDA), Bologna, Italy https://eventi.unibo.it/isda2023
  • (Sep 27, 2023) Giving a talk in the Stochastic Seminar at New York University Abu Dhabi https://wp.nyu.edu/adps/
  • Sep 26, 2023: New preprint is out "On Time Uniform Wong-Zakai Approximation Theorems" which can be found on arXiv at this link: https://arxiv.org/pdf/2310.04967.pdf
  • Sep 26, 2023: New preprint is out "Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods" which can be found on arXiv at this link: https://arxiv.org/pdf/2309.13557.pdf
  • Sep 18, 2023: New preprint is out "Unbiased Parameter Estimation for Partially Observed Diffusions" which can be found on arXiv at this link: https://arxiv.org/pdf/2309.10589.pdf

Hi There!

My name is Hamza Ruzayqat, 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.

Research

My research focuses on the design, development, and use of efficient and theoretically rigorous stochastic algorithms for data analysis and modeling of real-world problems in science, engineering, and economics. Such problems include, for example, numerical weather forecasting and stock market index prediction. Among the areas in which I work are:

Monte Carlo methods

This includes Markov chain Monte Carlo methods, sequential Monte Carlo methods and debiasing schemes.

Data assimilation

This includes particle filtering (and lagged PF), ensemble Kalman/Kalman-Bucy filtering, and sequential MCMC. (These are still related to Monte Carlo)

Uncertainty Quantification

This includes online and offline parameter calibration (estimation) and inverse problems.

Bayesian statistics

This includes Bayesian theory, Bayesian inference and unbiased parameter inference.

Preprints

  • 15. (2023) Alvarez, M., Jasra, A., & Ruzayqat, H. Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes. PDF
  • 14. (2023) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H., & Wang, X. On Time Uniform Wong-Zakai Approximation Theorems. PDF
  • 13. (2023) Awadelkarim, E., Jasra, A., & Ruzayqat, H. Unbiased Parameter Estimation for Partially Observed Diffusions. PDF

    • Publications

  • 12. (2023) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H., & Wang, X. Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. (To appear in the International Journal for Uncertainty Quantification). PDF
  • 11. (2023) Ruzayqat, H., Beskos, A., Crisan, D., Jasra, A. & Kantas, N., Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations. (To appear in the Quarterly Journal of the Royal Meteorological Society). PDF
  • 10. (2023) Jasra, A., Ruzayqat, H. and Wu, A. Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations. Stat. Comput. 34(2), 1-12. PDF
  • 9. (2023) Ruzayqat, H., Chada, N. K. & Jasra, A. Unbiased estimation using underdamped Langevin dynamics. SIAM J. Sci. Comput., 45(6), A3047-A3070. PDF
  • 8. (2023) Ruzayqat, H., Beskos, A., Crisan, D., Jasra, A. & Kantas, N., Unbiased estimation using a class of diffusion processes. J. Comput. Phys., Volume 472, 1, 111643 PDF
  • 7. (2022) Crisan, D., Del Moral, P., Jasra, A. & Ruzayqat, H. Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models. Adv. Appl. Probab., 54(4), 1139--1163. PDF
  • 6. (2021) Ruzayqat, H. & Jasra, A. Unbiased Parameter Inference for a Class of Partially Observed Lèvy-Process Models. Foundations of Data Science, 4 (2), pp. 299--322. PDF
  • 5. (2021) Ruzayqat, H., Er-Raiy, A., Beskos, A., Crisan, D., Jasra, A. & Kantas, N., A Lagged Method for Stable High-Dimensional Filtering of a Class of State-Space Models. SIAM-ASA J. Uncertain. Quantif. 10(3), pp.1130--1161. PDF
  • 4. (2021) Ruzayqat, H., Chada, N. K. & Jasra, A., Multilevel Estimation of Normalization Constants Using the Ensemble Kalman–Bucy Filter Stat. Comput. 32 (38). PDF
  • 3. (2021) Beskos, A., Crisan, D., Jasra, A. , Kantas, N. & Ruzayqat, H., Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput., 43(4), A2555--A2580 PDF
  • 2. (2020) Ruzayqat, H. & Jasra, A., Unbiased Estimation of the Solution to Zakai's Equation. Monte Carlo Methods and Applications, 26(2), 113--129 PDF
  • 1. (2018) Ruzayqat, H. M. & Schulze, T. P., A Rejection Scheme for Off-Lattice Kinetic Monte Carlo Simulation. J. Chem. Theory Comput. 14(1), 48--54 PDF

    • Dissertation and Technical Reports

  • 3. (2022) Ashby, P., Bhatt, G., Baroi, M., Kao, C.-Y., Kramer, P. R., Kivela, M., Lakoba, T., Matz, S. & Ruzayqat, H.. Development of image procesisng algorithm for an atomic force microscopy scanner (AFM scanner). Mathematics in Industry Reports, Cambridge University Press. PDF
  • 2. (2019) Ruzayqat, H. M., Rejection Enhanced Off-Lattice Kinetic Monte Carlo. (Doctoral dissertation). Available from Tennessee Research and Creative Exchange PDF
  • 1. (2017) Allaire H., Odu A. G., Gu B., Lu W., Newell A., Paranamana J., Phan T. & Ruzayqat H., Temperature Effects in Reacting Porous Media Applications. GSMMC 2017 Summer Camp.
    • SCImago Journal & Country Rank SCImago Journal & Country Rank
    SCImago Journal & Country Rank SCImago Journal & Country Rank
    SCImago Journal & Country Rank SCImago Journal & Country Rank
    SCImago Journal & Country Rank SCImago Journal & Country Rank

Collaborators

Talks

Date Institute/Conference Location
(Mar 25, 2024) (Seminar talk) Department of Statistics and Data Science, Washington University in St. Louis Missouri, USA
(Jan 01, 2024) (Invited talk) IESE Department, the University of Illinois Urbana-Champaign, Illinois, USA Illinois, USA
(Oct 16, 2023) The International Symposium on Data Assimilation (ISDA) Bologna, Italy
(Sep 27, 2023) Seminar talk in the Stochastic Seminar at New York University Abu Dhabi(Invited talk) Abu Dhabi, UAE
(Jun. 30, 2023) 24th STUOD Sandbox Workshop on Data Assimilation Theory and Application, Imperial College London (Invited talk) London, UK
(Jan. 4, 2023) Joint Mathematics Meeting 2023 (Conference talk) Boston, MA, USA
(Nov. 28, 2022) The Applied Mathematics School - AMCS/CEMSE - KAUST (Invited talk) Thuwal, Saudi Arabia
(Sep. 30, 2022) Department of Statistics, Imperial College London London, UK
(Sep. 26, 2022) 3rd Stochastic Transport in Upper Ocean Dynamics Annual Workshop, Imperial College London London, UK
(Jul. 29, 2022) 7th Palestinian Conference on Modern Trends in Mathematics, Birzeit University Birzeit, Palestine
(Jul. 2022) 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing Linz, Austria
(Jul. 2022) The IMS Annual Meeting in Probability and Statistics, University of London London, UK
(Jun. 2022) Ensemble Kalman Filter (EnKF) Workshop Balestrand, Norway
(Apr. 2022) University of Tennessee (Seminar on Data Science, invited talk) Knoxville, Tennessee, USA
(Apr. 2022) SIAM Conference on Uncertainty Quantification Atlanta, Georgia, USA
(Dec. 2021) King Abdullah University of Science and Technology (Graduate Seminar, invited talk, virtual) Thuwal, Saudi Arabia
(Nov. 2021) King Abdullah University of Science and Technology (Guest Lecturer) Thuwal, Saudi Arabia
(Nov. 2021) New Jersey Institute of Technology (Seminar on Optimization and Machine Learning, invited talk, Virtual) Newark, New Jersey, USA
(Aug. 2021) The 13th International Conference on Monte Carlo Methods and Applications, University of Mannheim (Virtual) Mannheim, Germany
(Mar. 2019) Colorado State University - Department of Mathematics (Invited talk) Fort Collins, Colorado, USA
(Oct. 2018) University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) Knoxville, Tennessee, USA
(Oct. 2018) University of Tennessee - Department of Material Sciences and Engineering (Invited talk) Knoxville, Tennessee, USA
(Jul. 2018) SIAM Conference on Mathematical Aspects of Materials Science Portland, Oregon, USA
(Jun. 2018) Claremont Center for the Mathematical Sciences, 2018 Meeting of Mathematical Problems in Industry Claremont, California, USA
(Feb. 2018) University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) Knoxville, Tennessee, USA
(Sep. 2017) University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) Knoxville, Tennessee, USA
(Jun. 2017) Rensselaer Polytechnic Institute, GSMMC 2017 Summer Camp Troy, New York, USA
(Nov. 2016) University of Tennessee - Department of Mathematics (Seminar on Numerical Mathematics) Knoxville, Tennessee, USA

Courses Taught

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

Get in touch