News archive

3-6 November 2025  Upcoming talk at Particles, Flows & Maps for Sampling Complex Distributions in Bernoulli Center, EPFL, Lausanne.
25-30 August 2025  Upcoming talk at Stochastic Numerics and Inverse Problems in Sweden in Linnaeus University, Växjö.
14-15 August 2025  Upcoming talk at Mathematics for Uncertainty Quantification Workshop in Aachen, Germany.
28 July 2025  Presented talk at International Conference on Monte Carlo Methods and Applications (MCM) in Chicago, USA, titled: "An Adaptive Sampling Scheme for Level-set Approximation".
17 July 2025  Paper published:  Weak convergence analysis of the McKean-Vlasov equations using stochastic flows of particle systems.
9 July 2025  Presented talk at Uncertainty Quantification for Dynamical Modelling in Edinburgh, UK, titled: "Multilevel Monte Carlo and Path Branching for Digital Options".
24-27 June 2025  Presented talk at The 30th Biennial Numerical Analysis Conference in University of Strathclyde, Glasgow, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo".
18 June 2025  Presented talk at CfS Annual Conference 2025 in Edinburgh, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo".
10-13 June 2025  Presented talk at Scientific Computing and Uncertainty Quantification in EPFL, titled: "The multi-index Monte Carlo method for semilinear stochastic partial differential equations".
27 May 2025  Paper published:  An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise.
19 May 2025  Presented talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2025 in King Abdullah University of Science and Technology, titled: "An Adaptive Sampling Scheme for Level-set Approximation".
29 April 2025  I was awarded and accepted the “Humboldt Research Fellowship for Experienced Researchers”. As part of this fellowship, I will be visiting the “Chair of Mathematics for Uncertainty Quantification” in RWTH Aachen.
5 February 2025  New preprint:  The multi-index Monte Carlo method for semilinear stochastic partial differential equations.
23 January 2025  Presented talk at Computational Mathematics and Applications Seminar in Mathematical Institute, Oxford, titled: "A multi-index Monte Carlo method for semilinear parabolic SPDEs".
13 December 2024  Presented talk at Mathematical Physics and Harmonic Analysis Seminar in Texas A&M University, titled: "A multi-index Monte Carlo method for semilinear parabolic SPDEs".
20 November 2024  Presented talk at Probability Seminar at the University of Leeds in University of Leeds, titled: "Efficient Risk Estimation for the Credit Valuation Adjustment".
25 September 2024  New preprint:  Bayesian computation with generative diffusion models by Multilevel Monte Carlo.
4 September 2024  Presented talk at Modern Applied and Computational Mathematics (MACM) Seminar in Karlsruhe Institute of Technology, titled: "Efficient Risk Estimation for the Credit Valuation Adjustment".
21 May 2024  Presented talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop in King Abdullah University of Science and Technology, titled: "Antithetic Milstein scheme for SPDEs".
29 February 2024  I presented a talk on “MLMC Techniques for Computing Probabilities” in the “SIAM Conference on Uncertainty Quantification” as part of the minisymposium “Theory and Simulation of Failure Probabilities and Rare Events”.
13-15 December 2023  Presented talk at Third workshop on Monte Carlo methods , titled: "An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equation".
6-7 December 2023  Presented talk at The Linnaeus University Workshop on S(P)DEs, their numerics and applications , titled: "An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equation".
26 July 2023  New preprint:  An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations.
4 February 2023  Paper published:  State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables.
14 January 2023  New preprint:  Efficient Risk Estimation for the Credit Valuation Adjustment.
13 December 2022  Presented talk at Engineering Risk Analysis Seminar in Technical University of Munich, titled: "Adaptive Sampling for Computing Probabilities and Risk Measures".
7 September 2022  New preprint:  Multilevel Path Branching for Digital Options.
5 August 2022  New preprint:  Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation.
1 August 2022  I was promoted to Associate Professor.
21 July 2022  My talk on “Path Branching for Digital Options” was presented in MCQMC 2022 by my co-author Prof. Mike Giles due to illness.
14 July 2022  New preprint:  Single Level Importance Sampling for McKean-Vlasov Stochastic Differential Equations.
23-27 May 2022  I participated in a focused research group on “UQ for SciML: Uncertainty Quantification for Scientific Machine Learning” in University of Dundee funded by Heilbronn Institute for Mathematical Research.
23 May 2022  Presented talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop in King Abdullah University of Science and Technology, titled: "Path Branching for Digital Options".
3 May 2022  Paper published:  Adaptive Multilevel Monte Carlo for Probabilities.
2-6 May 2022  Presented talk at Multilevel and multifidelity sampling methods in UQ for PDEs , titled: "Multilevel Path Branching for Digital Options".
11-13 April 2022  I co-organized with Dr Eric Hall a mini-symposium on “Decision making under uncertainty” in the British Applied Mathematics Colloquium and gave a talk on “Adaptive Multilevel Monte Carlo”.
14 March 2022  Paper published:  Sub-sampling and other considerations for efficient risk estimation in large portfolios.
4 January 2022  New preprint:  Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation.
27 September 2021  Paper published:  Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables.
25 October 2021  Presented talk at Dundee Mathematics Seminar in University of Dundee, School of Science and Engineering, titled: "MLMC for Computing Probabilities".
18 August 2021  Presented talk at International Conference on Monte Carlo Methods and Applications (MCM) in Mannheim, Germany, titled: "Multilevel Monte Carlo and Path Branching for Digital Options".
18 August 2021  Presented talk at International Conference on Monte Carlo Methods and Applications (MCM) in Mannheim, Germany, titled: "Multilevel Monte Carlo for Computing Probabilities".
17 August 2021  I organized two mini-symposia in “MCM 2021” on “Monte Carlo methods for discontinuous functions” and “Theory and Applications of Particle Systems”.
13 August 2021  New preprint:  A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean–Vlasov equations.
13 August 2021  New preprint:  Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables.
13 August 2021  New preprint:  Adaptive Multilevel Monte Carlo for Probabilities.
25 February 2021  Presented talk at Applied Maths Seminar in University of Leicester, titled: "Multilevel Monte Carlo for Computing Probabilities".
16 February 2021  I gave a talk in the “AvH RWTH UQ: hybrid seminar” on “Multilevel Monte Carlo for Computing Probabilities”.
11 November 2020  See here for details on a fully-funded PhD position for a project titled “Statistical Control of the Ecological Risks of Fisheries” to be jointly supervised with the British Antarctic Survey.
29 May 2020  Presented talk at LMS/MAC-MIGS Workshop on Inverse Problems and Optimisation for PDEs , titled: "Multilevel discrete least squares polynomial approximation".
20 May 2020  Presented talk at One World Stochastic Numerics and Inverse Problems , titled: "Sub-sampling and other considerations for efficient risk estimation in large portfolios".
4-5 May 2020  I am participating in the online workshop “Multilevel and multifidelity sampling methods in UQ for PDEs” at the Erwin Schrödinger Institute in Vienna. My talk will be on “Sub-sampling and other considerations for efficient risk estimation in large portfolios”
1 May 2020  My sabbatical starts today supported by a grant from Royal Society of Edinburgh to work on the project: “Accelerating the Monte Carlo Method for Detecting Orbital Collisions”.
July 2018  Presented talk at International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC) in Renne, France.
March 2018  Presented talk at Reducing dimensions and cost for UQ in complex systems (UNQW03) in Isaac Newton Institute, Cambridge.
October 2017  Presented talk at Computational Uncertainty Quantification in BIRS, Banff, Canada.
August 2017  Presented talk at LMS-EPSRC Symposium - Model Order Reduction in Durham.
July 2017  Presented talk at International Conference on Monte Carlo Methods and Applications (MCM) 2017 in Montreal.
December 2016  Presented talk at Applied Maths Seminar in University of Warwick.
November 2016  Presented talk at Numerical Analysis Seminar in University of Bath.
September 2016  Presented talk at UQ Summer School in WIAS Berlin.
April 2016  Presented talk at SIAM Conference on Uncertainty Quantification in Lausanne.
January 2016  Presented talk at SRI UQ in King Abdullah University of Science and Technology.
November 2015  Presented talk at UQ15 in WIAS Berlin.
September 2015  Presented talk at SciCADE in Potsdam.
August 2015  Presented talk at ICIAM in Beijing.
July 2015  Presented talk at International Conference on Monte Carlo Methods and Applications (MCM) in Johannes Kepler University, Linz.
December 2014  Presented talk at FoCM in Universidad de la República in Montevideo.
September 2014  Presented talk at SGA in Universität Stuttgart.
September 2014  Presented talk at NASPDE in EPFL.
August 2013  Presented talk at ENUMATH in EPFL.

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