I am a PostDoc at King Abdullah University of Science and Technology (KAUST) in Stochastic Processes and Applied Statistics Research Group.

My research lies at the intersection of computational probability, mathematical statistics, and numerical analysis. Specifically, I study and develop rigorous and computationally efficient methods for stochastic differential equations (SDEs), stochastic partial differential equations (SPDEs), and latent variable models. A central question in my work is how to extract statistical information from these models while controlling the errors and computational costs introduced by their approximation. These difficulties arise from intractable likelihoods, time and space discretization, and the need to approximate distributions. To address them, I combine tools from stochastic analysis, functional analysis, and Monte Carlo methods. My research connects the mathematical analysis of stochastic models with the construction and implementation of algorithms for inference, sampling, and uncertainty quantification.

Education

PhD in Applied Mathematics and Computational Sciences, Kaust, Saudi Arabia, 2022-2025.
Masters in Applied Mathematics, Paris Dauphine Universite, France, 2018-2019.
Postgraduate Diploma in Mathematics, International Centre for Theoretical Physics (ICTP), Italy, 2017-2018.
Bachelor in Mathematics, King Saud University, Saudi Arabia, 2012-2016.

Research

(2026) Awadelkarim, E., Chada, N. K., Jasra, A. Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs. SIAM/ASA Journal on Uncertainty Quantification, 14(3), 892-919.

(2026) Awadelkarim, E., Jasra, A. Multilevel particle filters for partially observed McKean-Vlasov stochastic differential equations. Journal of Applied Probability, 1-25.

(2026) Awadelkarim, E., Bolin, D., Jin, X., Simas, A. B., Wallin, J. Geometric ergodicity of Gibbs samplers for linear latent models with GIG variance mixtures. arXiv preprint arXiv:2602.07944.

(2025) Awadelkarim E., Bolin, D., Simas, AB. Fractional and Integer Order Sobolev Spaces for Compact Metric Graphs, arXiv preprint arXiv:2512.13308.

(2025) Awadelkarim, E., Caffarel, M., Del Moral, P., Jasra, A. On the particle approximation of lagged Feynman–Kac formulae. Stochastic Processes Appl., 188, 104690.

(2024) Awadelkarim, E., Jasra, A., Ruzayqat, H. Unbiased parameter estimation for partially observed diffusions. SIAM Journal on Control and Optimization, 62(5), 2664–2694.

Contact

Building 1, level 4
Applied Mathematics and Computational Sciences
King Abdullah University of Science and Technology
elsiddigawadelkarim.elsiddig@kaust.edu.sa