Stochastic Methods

Species count mRNA, proteins, dimers - jump processes

AMCS 308 Stochastic Numerics with Application in Simulation and Data Science

stochastic algorithms Stochastic Methods Stochastic Modeling Stochastic Optimal Control Stochastic processes Filtering theory data assimilation Monte carlo methods Variance Reduction Importance sampling

Monte Carlo methods. Simulation, estimation, data assimilation, and optimal control for time-discrete and time-continuous Markov chains

Xun Qian

Postdoctoral Research Fellow, Applied Mathematics and Computational Science

machine learning Stochastic Methods Interior Point Methods algorithm

Xun Qian is a Postdoctoral Research Fellow at the Visual Computing Center (VCC), King Abdullah University of Science and Technology (KAUST), working with Professor Peter Richtárik in his research group. Education and Early Career Dr. Qian obtained his B.Sc. degree in Mathematics from Huazhong University of Science and Technology, China, in 2013. In 2017, he has obtained a Ph.D. degree in Mathematics from Hong Kong Baptist University (HKBU), Hong Kong. Research Interest Xun Qian is interested in stochastic methods and algorithms, machine learning and interior-point methods. Selected