Hamza M. Ruzayqat

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 17

Top Topics

Markov Chain Monte Carlo

Diffusion Process

Partially Observed

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)
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)
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)
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Stat. Comput. 32 (3) (2022)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased Estimation using a Class of Diffusion Processes. 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)
Hamza M. Ruzayqat, Ajay Jasra
Unbiased Parameter Inference for a Class of Partially Observed Lévy-Process Models. CoRR (2021)
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. 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)
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)
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)