Ajay Jasra

1. On the Stability of Sequential Monte Carlo Methods in High Dimensions
   2011/03/21 by Alexandros Beskos, Beskos, Alexandros, Dan Crisan +3 · 8 citations
   Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Statistical Methods and Inference
2. Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A\n case study for the Navier-Stokes equations
   2013/07/23 by Nikolas Kantas, Alexandros Beskos, Kantas, Nikolas +3 · 3 citations
   Computer Science · Decision Sciences · Earth and Planetary Sciences · Environmental Science · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Meteorological Phenomena and Simulations #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Wind and Air Flow Studies
3. Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems
   2014/12/15 by Alex Beskos, Beskos, Alex, Ajay Jasra +5 · 3 citations
   Decision Sciences · Earth and Planetary Sciences · Environmental Science · #Computation (stat.CO) #FOS: Computer and information sciences #Groundwater flow and contamination studies #Probabilistic and Robust Engineering Design #Seismic Imaging and Inversion Techniques
4. Particle Filtering for Stochastic Navier-Stokes Signal Observed with\n Linear Additive Noise
   2017/10/12 by Francesc Pons Llopis, Llopis, Francesc Pons, Nikolas Kantas +5 · 2 citations
   Computer Science · Economics, Econometrics and Finance · Social Sciences · #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications
5. A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models
   2021/10/02 by Hamza Ruzayqat, Ruzayqat, Hamza, Aimad Er-Raiy +9 · 2 citations
   Computer Science · Social Sciences · #60G35 #60J10 #60J20 #62M20 #93E11 #94A12 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
6. Sequential Monte Carlo Methods for Option Pricing
   2010/05/26 by Ajay Jasra, Jasra, Ajay, Pierre Del Moral +1 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · #Computation (stat.CO) #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications
7. Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
   2011/03/28 by Thomas A. Dean, Dean, Thomas A., Sumeetpal S. Singh +5 · 1 citation
   Computer Science · Mathematics · #62F12 #65C05 #Algorithms and Data Compression #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Primary: 62M09 #Secondary: 62B99 #Statistics Theory (math.ST)
8. Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo
   2013/11/17 by Sinan Yıldırım, Sumeetpal S. Singh, Yildirim, Sinan +5 · 1 citation
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Stochastic processes and statistical mechanics
9. Biased Online Parameter Inference for State-Space Models
   2015/03/01 by Yan Zhou, Ajay Jasra, Zhou, Yan +1 · 1 citation
   Computer Science · Engineering · #Computation (stat.CO) #FOS: Computer and information sciences #Fault Detection and Control Systems #Gaussian Processes and Bayesian Inference #Target Tracking and Data Fusion in Sensor Networks
10. Error Bounds for Sequential Monte Carlo Samplers for Multimodal\n Distributions
    2015/09/29 by Daniel Paulin, Ajay Jasra, Paulin, Daniel +3 · 1 citation
    Computer Science · Mathematics · #60J22 #65C05 #65Z05 #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Probability (math.PR) #Statistical Methods and Bayesian Inference
11. A Stable Particle Filter in High-Dimensions
    2014/12/11 by Alex Beskos, Beskos, Alex, Dan Crisan +7 · 2 citations
    Computer Science · Engineering · #Target Tracking and Data Fusion in Sensor Networks #Particle Dynamics in Fluid Flows
12. Unbiased inference for discretely observed hidden Markov model\n diffusions
    2018/07/26 by Neil K. Chada, Chada, Neil K., Jordan Franks +7 · 1 citation
    Computer Science · Mathematics · #60H35 #65C05 (primary) #65C35 #65C40 (secondary) #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Probability (math.PR) #Statistical Methods and Bayesian Inference
13. On the Stability of Positive Semigroups
    2021/12/07 by Pierre Del Moral, del Moral, Pierre, Emma Horton +3 · 1 citation
    Computer Science · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stability and Controllability of Differential Equations
14. Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo
    2017/01/20 by Ajay Jasra, Jasra, Ajay, Kengo Kamatani +5 · 1 citation
    Mathematics · #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
15. Unbiased Filtering of a Class of Partially Observed Diffusions
    2020/02/10 by Ajay Jasra, Jasra, Ajay, Kody J. H. Law +3 · 1 citation
    Engineering · Environmental Science · #Energy Load and Power Forecasting #Groundwater flow and contamination studies #Nuclear reactor physics and engineering
16. Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations
    2024/04/24 by Elsiddig Awadelkarim, Awadelkarim, Elsiddig, Ajay Jasra +1 · 1 citation
    Mathematics · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Numerical Analysis (math.NA) #Statistical Distribution Estimation and Applications #Statistical Mechanics and Entropy
17. Score-Based Parameter Estimation for a Class of Continuous-Time State\n Space Models
    2020/08/18 by Alexandros Beskos, Beskos, Alexandros, Dan Crisan +7 · 1 citation
    Decision Sciences · Mathematics · Medicine · #60G35 #60H10 #60H35 #60J60 #60J65 #62F99 #65C05 #65C30 #65C35 #91G60 #93E11 #Advanced Neuroimaging Techniques and Applications #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #demographic modeling and climate adaptation
18. On Unbiased Score Estimation for Partially Observed Diffusions
    2021/05/11 by Jeremy Heng, Jérémie Houssineau, Heng, Jeremy +3 · 1 citation
    Computer Science · Mathematics · #62M05 #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference