Ajay Jasra

发表

Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise

Alexandros Beskos, Francesc Pons Llopis, Nikolas Kantas, 2017, SIAM J. Sci. Comput..

On Large Lag Smoothing for Hidden Markov Models

Ajay Jasra, Jeremie Houssineau, Sumeetpal S. Singh, 2018, SIAM J. Numer. Anal..

Optimization Based Methods for Partially Observed Chaotic Systems

Alexandros Beskos, Ajay Jasra, Daniel Paulin, 2017, Found. Comput. Math..

On population-based simulation for static inference

Ajay Jasra, Christopher C. Holmes, David A. Stephens, 2007, Stat. Comput..

Optimal Filtering For Partially Observed Point Processes Using Trans-Dimensional Sequential Monte Carlo

Arnaud Doucet, Luis Montesano, Ajay Jasra, 2006, 2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings.

Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations

Kody J. H. Law, Ajay Jasra, Prince Peprah Osei, 2019, Stat. Comput..

Bayesian Policy Learning with Trans-Dimensional MCMC

Nando de Freitas, Arnaud Doucet, Matthew D. Hoffman, 2007, NIPS.

Markov Chain Monte Carlo Methods and the Label Switching Problem in Bayesian Mixture Modeling

Ajay Jasra, David A. Stephens, Christopher Holmes, 2005 .

Bayesian Inference for Duplication–Mutation with Complementarity Network Models

Maria De Iorio, Alexandros Beskos, Ajay Jasra, 2015, J. Comput. Biol..

On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions

Ajay Jasra, A. Jasra, 2013, J. Appl. Probab..

Interacting sequential Monte Carlo samplers for trans-dimensional simulation

Arnaud Doucet, Ajay Jasra, Christopher C. Holmes, 2008, Comput. Stat. Data Anal..

Parameter Estimation in Hidden Markov Models With Intractable Likelihoods Using Sequential Monte Carlo

Ajay Jasra, Sinan Yildirim, Sumeetpal Singh, 2013, 1311.4117.

A Simulation Approach for Change-Points on Phylogenetic Trees

Maria De Iorio, Alexandros Beskos, Ajay Jasra, 2014, J. Comput. Biol..

Multilevel particle filters for Lévy-driven stochastic differential equations

Ajay Jasra, Prince Peprah Osei, Kody J.H. Law, 2018, Stat. Comput..

Filtering via approximate Bayesian computation

Sumeetpal S. Singh, Ajay Jasra, James S. Martin, 2010, Statistics and Computing.

Multilevel Monte Carlo for Smoothing via Transport Methods

Sumeetpal S. Singh, Ajay Jasra, Jeremie Houssineau, 2017, SIAM J. Sci. Comput..

Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo

Yan Zhou, Kody J. H. Law, Ajay Jasra, 2017, SIAM J. Sci. Comput..

Robust and adaptive algorithms for online portfolio selection

Niall M. Adams, Ajay Jasra, Theodoros Tsagaris, 2010, 1005.2979.

Identification of MultiObject Dynamical Systems: Consistency and Fisher Information

Ajay Jasra, Jeremie Houssineau, Sumeetpal S. Singh, 2017, SIAM J. Control. Optim..

A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD

Ajay Jasra, Yan Zhou, Kody Law, 2017, 1704.00117.

An adaptive sequential Monte Carlo method for approximate Bayesian computation

Arnaud Doucet, Pierre Del Moral, Ajay Jasra, 2011, Statistics and Computing.

DECODE: a new method for discovering clusters of different densities in spatial data

Chenghu Zhou, Tao Pei, A-Xing Zhu, 2009, Data Mining and Knowledge Discovery.

Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods

Nikolas Kantas, Ajay Jasra, Elena Ehrlich, 2014, TOMC.

On the convergence of adaptive sequential Monte Carlo methods

Alexandros Beskos, Nikolas Kantas, Ajay Jasra, 2013, The Annals of Applied Probability.

Population-Based Reversible Jump Markov Chain Monte Carlo

Ajay Jasra, David A. Stephens, Chris C. Holmes, 2007, 0711.0186.

Sequential Monte Carlo methods for Bayesian elliptic inverse problems

Andrew M. Stuart, Alexandros Beskos, Ajay Jasra, 2014, Stat. Comput..

Multilevel Particle Filters

Yan Zhou, Kody J. H. Law, Ajay Jasra, 2015, SIAM J. Numer. Anal..

Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

Yan Zhou, Alexandros Beskos, Ajay Jasra, 2017, SIAM/ASA J. Uncertain. Quantification.

A 4D-Var method with flow-dependent background covariances for the shallow-water equations

Alexandros Beskos, Ajay Jasra, Daniel Paulin, 2017, Statistics and Computing.

New Results - Interacting Markov chain Monte Carlo methods

Christophe Andrieu, Pierre Del Moral, Arnaud Doucet, 2008 .

Estimation and uncertainty quantification for the output from quantum simulators

Kody J. H. Law, Pavel Lougovski, Ajay Jasra, 2019, Foundations of Data Science.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Gareth W. Peters, Ajay Jasra, Thomas A. Dean, 2011, 1103.5399.

Extended finite-time H∞ control for uncertain switched linear neutral systems with time-varying delays

Ming Zeng, Lixian Zhang, Ajay Jasra, 2015, Neurocomputing.

Variational inference for sparse spectrum Gaussian process regression

David J. Nott, Ajay Jasra, Linda S. L. Tan, 2013, Stat. Comput..

Multilevel Monte Carlo in approximate Bayesian computation

Raul Tempone, Ajay Jasra, Christine Shoemaker, 2017, Stochastic Analysis and Applications.

Approximate Bayesian Computation for a Class of Time Series Models

Ajay Jasra, A. Jasra, 2014, 1401.0265.

Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations

Alexandros Beskos, Nikolas Kantas, Ajay Jasra, 2013, SIAM/ASA J. Uncertain. Quantification.

A Bayesian mixture of lasso regressions with t-errors

Giovanni Montana, Ajay Jasra, Adam Persing, 2014, Comput. Stat. Data Anal..

On coupling particle filter trajectories

Ajay Jasra, Deborshee Sen, Alexandre H Thiery, 2016, Statistics and Computing.

Inference for a class of partially observed point process models

Ajay Jasra, James S. Martin, Emma McCoy, 2012, 1201.4529.

Bayesian inference for mixture models via Monte Carlo computation

Ajay Jasra, A. Jasra, 2006 .

Computational Methods for a Class of Network Models

Maria De Iorio, Ajay Jasra, Junshan Wang, 2014, J. Comput. Biol..

Estimating option prices using multilevel particle filters

Ajay Jasra, Prince Peprah Osei, 2018 .

Multilevel particle filters: normalizing constant estimation

Yan Zhou, Ajay Jasra, Prince Peprah Osei, 2016, Stat. Comput..

Monte Carlo algorithms for computing $$\alpha $$α-permanents

Ajay Jasra, Junshan Wang, 2016, Stat. Comput..

Some contributions to sequential Monte Carlo methods for option pricing

Yan Zhou, Ajay Jasra, Deborshee Sen, 2016 .

Bayesian parameter inference for partially observed stopped processes

Nikolas Kantas, Ajay Jasra, Adam Persing, 2012, Stat. Comput..

The time machine: a simulation approach for stochastic trees

Ajay Jasra, Marc Chadeau-Hyam, Maria De Iorio, 2010, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

Yan Zhou, Kody J. H. Law, Pierre Del Moral, 2016, ACM Trans. Model. Comput. Simul..

Model-Based Clustering with gene Ranking using penalized Mixtures of heavy-tailed Distributions

Giovanni Montana, Ajay Jasra, Alberto Cozzini, 2013, J. Bioinform. Comput. Biol..

Advanced Multilevel Monte Carlo Methods

Ajay Jasra, Kody Law, Carina Suciu, 2017, International Statistical Review.

Stochastic boosting algorithms

Ajay Jasra, Christopher C. Holmes, C. Holmes, 2011, Stat. Comput..

Asymptotic behaviour of the posterior distribution in approximate Bayesian computation

Ajay Jasra, Thomas A. Dean, Sumeetpal S. Singh, 2021, Stochastic Analysis and Applications.

Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling pdf

Ajay Jasra, Neil K. Chada, Georgios E. Zouraris, 2021, ArXiv.

Unbiased estimation of the gradient of the log-likelihood in inverse problems

Kody J. H. Law, Ajay Jasra, Deng Lu, 2020, Statistics and Computing.

Randomized multilevel Monte Carlo for embarrassingly parallel inference pdf

Kody J. H. Law, Ajay Jasra, Fangyuan Yu, 2021, SMC.

Unbiased Estimation of the Hessian for Partially Observed Diffusions pdf

Ajay Jasra, Neil K. Chada, Fangyuan Yu, 2021, ArXiv.

On Unbiased Score Estimation for Partially Observed Diffusions

Ajay Jasra, Jeremie Houssineau, Jeremy Heng, 2021, 2105.04912.

On the Stability of Positive Semigroups

Ajay Jasra, Pierre Moral, Emma Horton, 2021 .

A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models pdf

Alexandros Beskos, Nikolas Kantas, Ajay Jasra, 2021, SIAM/ASA J. Uncertain. Quantification.

Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo

Maria De Iorio, Alexandros Beskos, Ajay Jasra, 2021 .

Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models pdf

Ajay Jasra, Marco Ballesio, A. Jasra, 2021, Monte Carlo Methods Appl..

Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter pdf

Ajay Jasra, Neil K. Chada, Hamza Ruzayqat, 2021, ArXiv.

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions

Matti Vihola, Kody J. H. Law, Ajay Jasra, 2018, SIAM/ASA J. Uncertain. Quantification.

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models

Alexandros Beskos, Nikolas Kantas, Ajay Jasra, 2021, SIAM J. Sci. Comput..

On Unbiased Estimation for Discretized Models pdf

Kody J. H. Law, Ajay Jasra, Jeremy Heng, 2021, SIAM/ASA J. Uncertain. Quantification.

Antithetic Methods for Gibbs Samplers

Ajay Jasra, Christopher Holmes, 2009 .

Convergence of the equi-energy sampler

Christophe Andrieu, Arnaud Doucet, Pierre Del Moral, 2007 .

Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Arnaud Doucet, Ajay Jasra, David A. Stephens, 2011 .

Sequential Monte Carlo Methods for Option Pricing

Ajay Jasra, Pierre Del Moral, A. Jasra, 2010, 1005.4797.

Forward and Inverse Uncertainty Quantification using Multilevel Monte Carlo Algorithms for an Elliptic Nonlocal Equation

Ajay Jasra, Yan Zhou, Kody Law, 2016, 1603.06381.

Sequential Monte Carlo methods for Bayesian computation

Arnaud Doucet, Pierre Del Moral, Ajay Jasra, 2006 .

A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos

Pierre Del Moral, Ajay Jasra, 2018 .

A regeneration proof of the central limit theorem for uniformly ergodic Markov chains

Ajay Jasra, Chao Yang, A. Jasra, 2008 .

Unbiased multi-index Monte Carlo

Pierre Del Moral, Ajay Jasra, Jeremie Houssineau, 2017, 1702.03057.

Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data

Ajay Jasra, Hiroki Masuda, Kengo Kamatani, 2017, Scandinavian Journal of Statistics.

Twisting the Alive Particle Filter

Ajay Jasra, Adam Persing, 2013 .

The Alive Particle Filter

Anthony Lee, Ajay Jasra, Christopher Yau, 2013 .

Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks

Maria De Iorio, Timothy M. D. Ebbels, Ajay Jasra, 2016, 1603.06358.

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

Kody J. H. Law, Ajay Jasra, Pierre Del Moral, 2017 .

Theory of Parallel Particle Filters for Hidden Markov Models

Ajay Jasra, Hock Peng Chan, H. Chan, 2014 .

A Note on Convergence of the Equi-Energy Sampler

Christophe Andrieu, Arnaud Doucet, Ajay Jasra, 2007, 0711.0164.

Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition

Arnaud Doucet, Ajay Jasra, A. Doucet, 2008 .

Bayesian Mixture Modelling in Geochronology via Markov Chain Monte Carlo

Ajay Jasra, David A. Stephens, Christopher Holmes, 2006 .

Biased Online Parameter Inference for State-Space Models

Ajay Jasra, Yan Zhou, P. Moral, 2015 .

Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae

Nick Whiteley, Nikolas Kantas, Ajay Jasra, 2012 .