Ajay Jasra
King Abdullah University of Science and Technology
H-index: 33
Asia-Saudi Arabia
Top articles of Ajay Jasra
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations | arXiv e-prints | Elsiddig Awadelkarim Ajay Jasra | 2024/4 |
Bayesian parameter inference for partially observed stochastic volterra equations | Statistics and Computing | Mohamed Maama Ajay Jasra Hernando Ombao | 2023/2 |
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications | arXiv preprint arXiv:2403.13489 | Yuga Iguchi Ajay Jasra Mohamed Maama Alexandros Beskos | 2024/3/20 |
On Unbiased Estimation for Partially Observed Diffusions | Journal of Machine Learning Research | Jeremy Heng Jeremie Houssineau Ajay Jasra | 2024 |
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations | Quarterly Journal of the Royal Meteorological Society | Hamza Ruzayqat Alexandros Beskos Dan Crisan Ajay Jasra Nikolas Kantas | 2024/9/1 |
An improved unbiased particle filter | Monte Carlo Methods and Applications | Ajay Jasra Mohamed Maama Hernando Ombao | 2023/12/15 |
Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems | Foundations of Computational Mathematics | Ajay Jasra Kody JH Law Neil Walton Shangda Yang | 2023/5/8 |
On Time Uniform Wong-Zakai Approximation Theorems | Pierre Del Moral Shulan Hu Ajay Jasra Hamza Mahmoud Ruzayqat Xinyu Wang | 2023/10/8 | |
A Class of Spatial Filtering Problems with Unknown Spatial Observations | arXiv preprint arXiv:2305.00484 | Hamza Ruzayqat Alexandros Beskos Dan Crisan Ajay Jasra Nikolas Kantas | 2023/4/30 |
On the stability of positive semigroups | The Annals of Applied Probability | Pierre Del Moral Emma Horton Ajay Jasra | 2023/12 |
Unbiased parameter estimation for partially observed diffusions | arXiv preprint arXiv:2309.10589 | Elsiddig Awadelkarim Ajay Jasra Hamza Ruzayqat | 2023/9/19 |
Antithetic multilevel particle filters | arXiv preprint arXiv:2301.12371 | Ajay Jasra Mohamed Maama Hernando Ombao | 2023/1/29 |
Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes | arXiv preprint arXiv:2309.02998 | Ajay Jasra Kengo Kamatani Mohamed Maama | 2023/9/6 |
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes | arXiv preprint arXiv:2311.09875 | Miguel Alvarez Ajay Jasra Hamza Ruzayqat | 2023/11/16 |
UNBIASED ESTIMATION OF THE VANILLA AND DETERMINISTIC ENSEMBLE KALMAN− BUCY FILTERS | International Journal for Uncertainty Quantification | Miguel Alvarez Neil K Chada Ajay Jasra | 2023 |
A Wasserstein coupled particle filter for multilevel estimation | Stochastic Analysis and Applications | Marco Ballesio Ajay Jasra Erik von Schwerin Raul Tempone | 2023/9/3 |
Graph Sphere: From Nodes to Supernodes in Graphical Models | arXiv preprint arXiv:2310.11741 | Willem van den Boom Maria De Iorio Alexandros Beskos Ajay Jasra | 2023/10/18 |
Unbiased estimation using a class of diffusion processes | Journal of Computational Physics | Hamza Ruzayqat Alexandros Beskos Dan Crisan Ajay Jasra Nikolas Kantas | 2023/1/1 |
Unbiased Estimation Using Underdamped Langevin Dynamics | SIAM Journal on Scientific Computing | Hamza Ruzayqat Neil K Chada Ajay Jasra | 2023/12/31 |
On unbiased estimation for discretized models | SIAM/ASA Journal on Uncertainty Quantification | Jeremy Heng Ajay Jasra Kody JH Law Alexander Tarakanov | 2023/5/26 |
Co-Authors
