Ajay Jasra

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 65

Top Topics

Stochastic Differential Equations

Particle Filter

Top Venues

SIAM J. Sci. Comput.

SIAM/ASA J. Uncertain. Quantification

Publications

Ajay Jasra, Hamza M. Ruzayqat, Amin Wu
Bayesian parameter inference for partially observed stochastic volterra equations. Stat. Comput. 34 (2) (2024)
Ajay Jasra, Kody J. H. Law, Neil Walton, Shangda Yang
Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems. Found. Comput. Math. 24 (4) (2024)
Ajay Jasra, Kengo Kamatani, Mohamed Maama
Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes. SIAM J. Sci. Comput. 46 (4) (2024)
Elsiddig Awadelkarim, Ajay Jasra
Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations. CoRR (2024)
Ajay Jasra, Mohamed Maama, Hernando Ombao
An improved unbiased particle filter. Monte Carlo Methods Appl. 30 (2) (2024)
Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. CoRR (2024)
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
On Unbiased Estimation for Discretized Models. SIAM/ASA J. Uncertain. Quantification 11 (2) (2023)
Ajay Jasra, Mohamed Maama, Hernando Ombao
Antithetic Multilevel Particle Filters. CoRR (2023)
Mohamed Maama, Ajay Jasra, Hernando Ombao
Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. Stat. Comput. 33 (1) (2023)
Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes. CoRR (2023)
Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza M. Ruzayqat, Xinyu Wang
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. CoRR (2023)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased estimation using a class of diffusion processes. J. Comput. Phys. 472 (2023)
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
Unbiased Estimation Using Underdamped Langevin Dynamics. SIAM J. Sci. Comput. 45 (3) (2023)
Ajay Jasra, Mohamed Maama, Hernando Ombao
An Improved Unbiased Particle Filter. CoRR (2023)
Elsiddig Awadelkarim, Ajay Jasra, Hamza M. Ruzayqat
Unbiased Parameter Estimation for Partially Observed Diffusions. CoRR (2023)
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
Unbiased Estimation Using Underdamped Langevin Dynamics. SIAM J. Sci. Comput. 45 (6) (2023)
Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan
A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. 32 (4) (2022)
Marco Ballesio, Ajay Jasra
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Monte Carlo Methods Appl. 28 (1) (2022)
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Stat. Comput. 32 (3) (2022)
Miguel Alvarez, Neil K. Chada, Ajay Jasra
Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters. CoRR (2022)
Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. J. Sci. Comput. 93 (2) (2022)
Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos, Johan Gunnar Eriksson
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Stat. Comput. 32 (3) (2022)
Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian N. Bishop
A multilevel approach for stochastic nonlinear optimal control. Int. J. Control 95 (5) (2022)
Neil K. Chada, Ajay Jasra, Kody J. H. Law, Sumeetpal S. Singh
Multilevel Bayesian Deep Neural Networks. CoRR (2022)
Mohamed Maama, Ajay Jasra, Hernando Ombao
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion. CoRR (2022)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased Estimation using a Class of Diffusion Processes. CoRR (2022)
Neil K. Chada, Ajay Jasra, Fangyuan Yu
Multilevel Ensemble Kalman-Bucy Filters. SIAM/ASA J. Uncertain. Quantification 10 (2) (2022)
Kody J. H. Law, Neil Walton, Shangda Yang, Ajay Jasra
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems. CoRR (2022)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Ajay Jasra, Kody J. H. Law, Alexander Tarakanov, Fangyuan Yu
Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference. SMC (2021)
Hamza M. Ruzayqat, Ajay Jasra
Unbiased Parameter Inference for a Class of Partially Observed Lévy-Process Models. CoRR (2021)
Neil K. Chada, Ajay Jasra, Fangyuan Yu
Unbiased Estimation of the Hessian for Partially Observed Diffusions. CoRR (2021)
Ajay Jasra, Kody J. H. Law, Deng Lu
Unbiased estimation of the gradient of the log-likelihood in inverse problems. Stat. Comput. 31 (3) (2021)
Jeremie Houssineau, Jiajie Zeng, Ajay Jasra
Uncertainty modelling and computational aspects of data association. Stat. Comput. 31 (5) (2021)
Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling. CoRR (2021)
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. CoRR (2021)
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
On Unbiased Estimation for Discretized Models. CoRR (2021)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR (2021)
Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions. SIAM/ASA J. Uncertain. Quantification 9 (2) (2021)
Ajay Jasra, Kody J. H. Law, Fangyuan Yu
Randomized multilevel Monte Carlo for embarrassingly parallel inference. CoRR (2021)
Marco Ballesio, Ajay Jasra
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models. CoRR (2021)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. 43 (4) (2021)
Neil K. Chada, Ajay Jasra, Fangyuan Yu
Multilevel Ensemble Kalman-Bucy Filters. CoRR (2020)
Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone
A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR (2020)
Ajay Jasra, Kody J. H. Law, Fangyuan Yu
Unbiased Filtering of a Class of Partially Observed Diffusions. CoRR (2020)
Ajay Jasra, Fangyuan Yu, Jeremy Heng
Multilevel particle filters for the non-linear filtering problem in continuous time. Stat. Comput. 30 (5) (2020)
Hamza M. Ruzayqat, Ajay Jasra
Unbiased estimation of the solution to Zakai's equation. Monte Carlo Methods Appl. 26 (2) (2020)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR (2020)
Hamza M. Ruzayqat, Ajay Jasra
Unbiased Estimation of the Solution to Zakai's Equation. CoRR (2020)
Jeremie Houssineau, Sumeetpal S. Singh, Ajay Jasra
Identification of MultiObject Dynamical Systems: Consistency and Fisher Information. SIAM J. Control. Optim. 57 (4) (2019)
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
On Large Lag Smoothing for Hidden Markov Models. SIAM J. Numer. Anal. 57 (6) (2019)
Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. 29 (4) (2019)
Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. 29 (4) (2019)
Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos
Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. 19 (3) (2019)
Ajay Jasra, Fangyuan Yu, Jeremy Heng
Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time. CoRR (2019)
Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, Yan Zhou
Multilevel particle filters: normalizing constant estimation. Stat. Comput. 28 (1) (2018)
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
Multilevel Monte Carlo for Smoothing via Transport Methods. SIAM J. Sci. Comput. 40 (4) (2018)
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comput. 40 (2) (2018)
Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM/ASA J. Uncertain. Quantification 6 (2) (2018)
Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. SIAM J. Sci. Comput. 40 (3) (2018)
Deborshee Sen, Alexandre H. Thiery, Ajay Jasra
On coupling particle filter trajectories. Stat. Comput. 28 (2) (2018)
Pierre Del Moral, Ajay Jasra, Kody J. H. Law, Yan Zhou
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants. ACM Trans. Model. Comput. Simul. 27 (3) (2017)
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
Multilevel Particle Filters. SIAM J. Numer. Anal. 55 (6) (2017)
Linda S. L. Tan, Victor M. H. Ong, David J. Nott, Ajay Jasra
Variational inference for sparse spectrum Gaussian process regression. Stat. Comput. 26 (6) (2016)
Junshan Wang, Ajay Jasra
Monte Carlo algorithms for computing α-permanents. Stat. Comput. 26 (1-2) (2016)
Ajay Jasra
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions. J. Appl. Probab. 52 (2) (2015)
Adam Persing, Ajay Jasra, Alexandros Beskos, David J. Balding, Maria De Iorio
A Simulation Approach for Change-Points on Phylogenetic Trees. J. Comput. Biol. 22 (1) (2015)
Shun Wang, Tiange Shi, Lixian Zhang, Ajay Jasra, Ming Zeng
control for uncertain switched linear neutral systems with time-varying delays. Neurocomputing 152 (2015)
Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart
Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Stat. Comput. 25 (4) (2015)
Ajay Jasra, Adam Persing, Alexandros Beskos, Kari Heine, Maria De Iorio
Bayesian Inference for Duplication-Mutation with Complementarity Network Models. J. Comput. Biol. 22 (11) (2015)
Alberto Cozzini, Ajay Jasra, Giovanni Montana, Adam Persing
A Bayesian mixture of lasso regressions with t-errors. Comput. Stat. Data Anal. 77 (2014)
Nikolas Kantas, Alexandros Beskos, Ajay Jasra
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. SIAM/ASA J. Uncertain. Quantification 2 (1) (2014)
Ajay Jasra, Nikolas Kantas, Adam Persing
Bayesian parameter inference for partially observed stopped processes. Stat. Comput. 24 (1) (2014)
Ajay Jasra, Nikolas Kantas, Elena Ehrlich
Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods. ACM Trans. Model. Comput. Simul. 24 (3) (2014)
Junshan Wang, Ajay Jasra, Maria De Iorio
Computational Methods for a Class of Network Models. J. Comput. Biol. 21 (2) (2014)
Alberto Cozzini, Ajay Jasra, Giovanni Montana
Model-Based Clustering with gene Ranking using penalized Mixtures of heavy-tailed Distributions. J. Bioinform. Comput. Biol. 11 (3) (2013)
Pierre Del Moral, Arnaud Doucet, Ajay Jasra
An adaptive sequential Monte Carlo method for approximate Bayesian computation. Stat. Comput. 22 (5) (2012)
Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy
Filtering via approximate Bayesian computation. Stat. Comput. 22 (6) (2012)
Ajay Jasra, Christopher C. Holmes
Stochastic boosting algorithms. Stat. Comput. 21 (3) (2011)
Tao Pei, Ajay Jasra, David J. Hand, A-Xing Zhu, Chenghu Zhou
DECODE: a new method for discovering clusters of different densities in spatial data. Data Min. Knowl. Discov. 18 (3) (2009)
Ajay Jasra, Arnaud Doucet, David A. Stephens, Christopher C. Holmes
Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Comput. Stat. Data Anal. 52 (4) (2008)
Matt Hoffman, Arnaud Doucet, Nando de Freitas, Ajay Jasra
Bayesian Policy Learning with Trans-Dimensional MCMC. NIPS (2007)
Ajay Jasra, David A. Stephens, Christopher C. Holmes
On population-based simulation for static inference. Stat. Comput. 17 (3) (2007)
Arnaud Doucet, Luis Montesano, Ajay Jasra
Optimal Filtering For Partially Observed Point Processes Using Trans-Dimensional Sequential Monte Carlo. ICASSP (5) (2006)